You're in for some big problems if your nuts squeak while driving.:D
I use antiseize stick which I think is aluminium based. Simply because it's nice and convenient. I don't lube the tapers but they get some smeared across anyway.
I don't have my own air-tools, the ones I can borrow are usually more hassle than just setting to with the socket set. Swapping a set of wheels is a pain and anything that makes it easier is done.

