The key thing here is not over-tightening the lug nuts.  A harder stud means it won't stretch/bend/break until a higher point... but they are often more brittle.  So when you overtighten them, they are likely to snap instead of stretch.

A soft stud will stretch before it snaps... but it becomes a never-ending battle.  The metal reaches a critical strength when stretched just the right amount (think... stretching head bolts to the proper spec)... but if you over-tighten, then they go beyond the yield point and become weaker.  If you tighten beyond that optimal stretching (tensile) stress, the metal will continue to stretch and you will never get them perfectly tight again, and they will stretch with less tensile stress until they break.

That's why you need to use new head bolts when you do a head gasket.  

If you've cranked down those lug nuts with an impact gun, you've probably overtightened them, and stretched the studs (which keep stretching until they break).  Thats why you need to be sure your tire shop doesn't let some lazy kid use an impact gun to crank down those lug nuts.  

That said... I've never broken a lug stud/bolt, except when held in by YEARS of rust.  

Softer is also more likely to stretch, so you have to keep checking torque values.
Harder is more brittle, but less likely to stretch.

Just replace them with the normal studs... and replace the ones that didn't fail as well... since they probably stretched.

Tirerack recommended 'torques'
M12, 70-80 ft-lbs
M14, 85-90 ft-lbs

Robin