Some one was asking about getting a socket that would avoid marring the surface of their aftermarket wheels. I ended up purchasing the plastic coated sockets from Harbor Freight. However, even though they are considered "thin walled" the fit was extremely tight. Also my stock lugs where rusty, and the lugs that Volk sent were still a tight fit.

So ended up getting the spline and key set from McGard.
http://www.mcgard.com/automotive/

 

as you can see, the socket is extremely thin walled so plenty of clearance.

 

Also the spline lugs are nice in that the collar that seats to the wheel "spins" so it won't marr the surface of your wheel as you tighten down. However, the keyed lug doesn't have the spinning collar.

 

This is the part number and thread size for the set I ordered for the FD.

It also comes with four nice valve stems (which I can't use )

I also got the "tuner" version that is suppose to be thinner in size (the part number 65557)

 

I have those lugs as well and they're a great product.

Got 'em here:

http://www.good-win-racing.com/mazda/miata/21-1058.html