In my experience off and on for the past few years working in a tire shop, I have always said screw The Man. I don't care what shop policies are. I like a very small dab of anti-seize on each stud/bolt, touch them down lightly with an impact wrench, and finish with a torque wrench. If I do not make at least 1/8 of a turn with the torque wrench before clicking, I start over as the chance of being over-tightened is too great otherwise.
The shop I moonlight in now forbids the use of anti-seize. They say in one breath that the libricating proerties of anti-seize will allow you to over-stretch the wheel studs with the same torque setting. The next breath they say that the nuts come off too easy and the tire will fall off. The statements are contradictory to me. I have never, ever in all the years I have been wrenching on cars/trucks/semi's/tractors, I have never lost a tire or had to replace a lugnut or wheel stud/bolt when properly tightened.
The real, underlying reason they forbid the use of anti-seize in my opinion is so that they can make some money on stud replacements even when it is the technician's fault.