This, or get the ones with the nut caps from the 06+
The ones from the 04-05 just don't cut it.
Only issues I've had running steelies is that the hub rusts a bit and it can be difficult to get the wheels off. Nothing a mallet doesn't help with, though. The more you take them off and on, the easier it is. I usually throw a little grease on there to try and make it easier the next time.