I agree the caps could be painted - but I think the car and wheels deserve the real chrome lug nuts. I think I have found a set of McGard wheels locks/nut that should look great and will also "personalize" the car. I am just waiting for "better" weather to arrive and then I will install and send a picture when complete.
I bought wheels from a 2003 SSEi for my 2001SSEi. Since the lugs on the 2001 where under cover, I didn't have the caps. I liked the lugs being black, but didn't really like the plastic so ......... I decided on the McGard M12 x 1.5 3/4" Black part number 64015 lugs.
They are beutiful, check out the web page: http://www.mcgard.com/automotive/product.asp?page=6