If you do search here on the forum, there have been a couple of discussions including using Toyota and Chrysler nuts. There are a few aftermarket but some have performed better than others. Stay away from the direct replacements with the chrome overlay caps and try and get a solid chrome nut instead. I bought a set of 20 from these folks
Jaguar Chrome Lug Nuts 12 x 1.5 Mag style LN3200
and paid $130? about three years ago and have been pleased with how they've lasted but haven't subjected them to harsh conditions.

 

I've also heard people say that you can get solid replacements from NAPA Auto Parts (about $3 per nut) and also Ebay. And as mohrd said, so a search on this forum and you'll find prior threads that discuss specifics about the nut size and threads.

I've been meaning to get around to replacing mine. My plan would be to drive over to NAPA, remove one of my wheel nuts in their parking lot, hand it over to the guy and ask him to find me suitable replacements. I can test the replacement in their parking lot, and buy a full set if everything checks out.

I'll get around to it one of these days... :-) Replacing the clad nuts with solid ones will make it possible to fix one more stupid quirk in the X-Type's design.

 

I own a 2002 X-Type with 2.5 engine and auto tranny. Just replaced ALL OEM lugnuts which I purchased from O'Reillys/Checkers for a total of $33.80 ($1.69 per lug). I had a local tire shop do the dirty work for $10.00. The brand is called Dorman with an item number of DOR 611-104.1. Word of advise, if you will do the job yourself and will throw away the OEM nuts, drill a small hole in the middle and spray anti-seize in the hole (i.e. WD-40 or such). Drive around to heat up the studs. Go to your garage, raise car and give tire a few kicks (this will further help loosen the lug nuts). Lower and with a breaker bar and proper size impact socket, loosen lug nuts. Remember, "Lefty Loosey...Righty Tighty." BTW, I have driven surface road and freeways about 300 miles since the new lug nuts have been installed and re-checked lug nuts with torque wrench and all is well. IMO, best to spend the $10 bucks to have the pros do this.