WD-40 doesn't cut it. It's slippery but it doesn't last. I always use grease. If you don't use grease you risk having the lugnut corrode onto the stud. If a lugnut made a loud griiiitch noise when you undid it, it was close to being siezed.
Yes factory torque specs assume clean dry threads, so if you torque to that spec on a greased stud you risk overstressing it. But on salt-laden roads, unless you remove your wheels regularly, leaving the studs unprotected is inadvisable. So grease them and go easy with the wheel wrench. Torque them by hand and DON'T use an impact wrench!