This was interesting to read as I have had wheels come loose with nissan steel GQ wheels. Mainly the left side as Nizzbits said. I put this down to my carelessness in installing the factory rims back on. I usually as common practice install the wheel nuts by had and use the factory nissan wheel brace to tension them up. I use the factory wheel brace as it is always in the car and this is what I would use if I have to change a wheel away from home. I was taught to use a cross pattern to do the nuts up as this helps locate the rim on the hub properly then I go around them one after the other to check that I have not missed one.
I have not had a broken stud or flogged out wheel like others but could hear a clunking type noise that I hadn't heard before. If I was travelling on a dirt road then I may not pick up the noise until too late.
Keep checking them guys and stay safe.