Which Wheel lug nuts for track use
 

I'm looking for some locking lug nuts that will be lightweight for track days, what's the people's choice ?

Forged steel.
I'm using the muteki nuts whitout problem. I did use alloy in past and they come loose when heat is put through them.
I also bought some eBay steel ones and the threads started coming away from them so get some decent ones.
There's a few forged alloys ones about nowadays, never tried them but I won't trust any alloy anymore. Lightweight is not always the safest option if you push your car.

Thanks for the info busta, are the muteki a locking nut or specific key ?

Specific key I think, look at the range http://www.eightspeed.co.uk/acatalog/Wheel_Nuts.html
Think mcgaurd are a locking nut though