I don't know about rusty nuts,but what RJ suggested works great on everything inside the bildge,electronics etc.I used it all the time when I kept my boat in OC.Down there,in 1 week your connections could turn gree with corrosion.This stuff works.
when you do get them off take a wire brush and clean the threads
coat the threads with a SMALL amount of anti seize compound and they will stay relatively clean of rust.
do not use too much as it may cause the lug nut to loosen over time....this is true whenever you put any lubricant on threads
I try to keep a coating of greese on my studs and normally I get some on the lug nuts as well. I am not concerned with what they look like but I am concered about getting them off. I have one of those cross lug wrenches and I have not had a problem getting one off yet. I also keep a wire brush handy to clean lugs if neccessary and WD-40 or CRC to use as a lubricant. PB Blaster is also excellant as a penetrante and light lubricant. IMO is your goal is to keep your lugs nuts pretty you will need to change them out when they do not meet your appearance test.
Price of gas is down and its time to go fishing -- tight lines.
Corrosion-X has magical and mystical powers. I frees seized metals and lubricates them by actually soaking into the metal. It works great for cleaning and protecting corroded electrical connections as well. Buy a couple cans on-line and you'll never use WD-40 and the others again.