As mentioned above, one of the key issues here is to re-torque after using. As Denny said " check the wheels after a short drive to see if they loosen up any". This is very important. The rule I follow is that after about 25 miles, check and re-torque if necessary. If you fail to do this, it could be catastrophic, like one or more of your wheels coming loose or off.

Had that happen to me after having new tires put a car years ago. And result was three broken or bent lugs, damaged fender and wheel. Cost to repair nearly $2,000. Could have been worse, no lives were lost or damaged.