I've heard of people using Vise Grips to get off locking lug nuts.
Another trick I've heard is to take a 12 point socket that is slightly too small, pound it on the locking lug nut with a hammer, and then unscrew it with an impact or breaker bar. After you get it off, put it in a vise and tap the socket off with a drift.
Use a Craftsman socket so that if you break it you can take it in and exchange it for a new one!