I got my car inspected at Pep Boys in May. Big mistake, I know, I know, they're all morons in my area... not sure how they are in other areas. But anyway, each wheel has 4 lugnuts. Three were completely loose, and the 4th was crossthreaded. I drive about 80 miles a day on a highway at roughly 70 mph the entire time. I was EXTREMELY lucky I decided to rotate my tires and this issue was found, or else it could of turned out really bad.
I'm guilty though. I check my oil frequently, my clutch fluid level, coolant level, tire pressure, blah blah blah you name it I check it. But I've never really checked my lugnut pressure to make sure they're on there good. So... yeah... check them. Now. No really, right now. Go! I SAID NOW!!