I have used McGard colored nuts for a long time now. The red set pictured below was on the car for over 10 years with no discoloration. I have had Black Chromes in the ST for a few years now with no issues other than having to clean brake dust off of them every when I swap between summer/winter sets.
McGard Spline Drive and Tuner lock in Black Chrome on Team Dynamics Pro Race 1.2 in Matte Graphite
McGard Lug Nuts in Black Chrome on Stock Wheels
McGard Red Cap Spline Drive on my old Focus. I don't remember what the wheel is called, but it is discontinued anyway so it doesn't really matter.