Spray penetrating oil on the lug nuts and let it soak
Use the correct-size six-point socket
Try loosening with a breaker bar
Tap the socket onto the lug nut with a hammer
Use a lug nut extractor socket
Apply heat carefully if needed
Use locking pliers if the nut is exposed enough
Cut a slot in the lug nut with a rotary tool
Split the lug nut with a chisel or nut splitter
Drill the lug nut off if necessary
Remove the wheel for better access if possible
Replace damaged lug nuts with new ones
Recheck torque on all lug nuts after installation