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Would it help any to get the lug nuts that have more threads?
No, you want more threads on the studs. What would give the most flexibility would be a set of studs that are the same length as the stock ones but threaded all the way to the end. I'd guess that would allow for the use of spacers up to 1/2" or so while still working fine with no spacers at all.
Why do you want to replace the studs? Do you plan on running more than a 5mm spacer?
No. When I contacted Doug Rippie Motorsports about their 5mm spacer (1/4 inch) they advised that I should go with longer studs. I've read pros & cons on that topic so I asked here.