Heat the lug nuts with a butane cigarette lighter. The heat causes the nut, but less so the bolt, to expand making it easier to loosen. And, of course, loosen nuts a bit before jacking car.
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When changing a tire, put a small amount of Anti-seize lubricant on each wheel stud. The next time you have to change the tire, it will be much less difficult to loosen the lug nuts. Anti-seize lubricant is available at auto part stores.
Carry a cross shaft lug wrench in your car to use when you get a flat. It gives you greater leverage than the single shaft wrenches that come with most new cars. You can also carry a metal pipe to fit over one of the shafts for even better leverage.
