I would say no. As long as you torque the nuts up to the manufacturer specification, you shouldn't have any problems. (I can't reiterate this enough - a good torque wrench is essential to DIY jobs).
As I'm a fussy sod, I have my wheels off at least once every 6-8 weeks to have a good nosey around inside the wheel arch to check everything is looking and feeling right, and my last civic aerodeck had 192k on the clock when I sold her, and never had any issues with the wheel nuts or bolts. As you can imagine, I had the wheels off and in countless times in my 6 years of ownership. The OEM locking nuts are made by mcgard and are as good as you can get in terms of quality.
The only thing I would recommend is to wipe a thin coat of copper slip onto the threads of the bolts just to help minimise friction when tightening and undoing. Like wise, a thin smear around the hub flange and back of the wheel to make it easy to whip the wheel off.