My father (an engineer, but not an auto mechanic) taught me to use a tiny dab of machine grease on the thread (not the rim) of each wheel bolt. This would help against corrosion, and help when loosening the bolt. We've traditionally always switched summer/winter wheels ourselves, on the premise of time and money saved for a simple operation. (Yes, we do use a torque wrench and check the bolts after 100km.)
Online and offline, there seems to be a great deal of argument whether or not to lubricate wheel bolt threads... has this site been able to find a canonical answer? I searched through the tagged questions but didn't find it even mentioned.
If I want to make an informed decision myself, what sorts of pro or contra arguments should I consider?