Hmmm, I'm a 105 lb. weakling with one arm - with which I can only bench press the equivalent of a 12 oz. can of beer - and I don't have any trouble getting the lug nuts off.
But seriously, shortly after I got the truck (just over 1 year old & 15K miles) I just slathered waterproof grease on the threads of the lug bolts and shoulders of the nuts, torque them to about 100-120 ft lbs with a proper wrench and insist anyone working on it do the same.
Last time I was in to get the tires balanced, the guys claimed my torque was too low... but it wasn't. Some lube on there just makes it seem so.
Still have the stainless covers on all of them, too... although a few are a little dented up. The covers seem to be tight initially, then after a few times in the socket will get compressed onto the lug nut enough that it's no big deal wrenching with them on there.
By the way, a lot of race cars are required to be fitted with open-ended lugs to pass safety inspection, under the sanctioning rules... That's doen to prevent builders from using risky, shortened lug bolts trying to save a few ounces of unsprung weight.
Once you get the frozen ones off, use antiseize liberally, or just some waterproof grease, or any old grease for that matter. Then all you have to do is watch out that some goofball at the tire shop doesn't use an air hammer to torque them to 250 ft lbs or something ridiculous.