I have one of those sockets from sunex for a set of powder coated rims with the recessed lugs. It works great and the insert on the inside keeps the tops lugs from getting scratched up if you have painted or chromed lugs that are capped.
As far as the plastic sleeve getting loose, I prefer it that way. I rather it spin on the socket than get all chewed up if the wheel catches it. Not sure why you would glue them on like some folks did. As some also said sometimes you will need to remove the sleeve if it's to large for the hole. I do not have this issue but I can see that happening.
Just get the socket you need for the wheel you want to keep pretty. I don't see the point in buying a set unless you really need all them sizes.
