About 20 years ago, I bought a full set of MAC impact socket, full set of metric, AF/ Imperial and whitworth, all 1/2 drive, including deep sockets approx 85 sockets in total and they were used and abused , they all nearly lasted 20 plus years.last year I decided to replace all my gear with new, and opted for a Brtish based brand called Draper, so far the qualty and value for money is very good,
As far as impacts go my selection has been very random for the most part. I have 2 MAC impact sockets, 19mm and 15/16" Both are great quality and have been going strong for 4 years with no issues. I purchased a set of princess auto (Canadian version of HF) and have beaten the **** out of those things for the past few years and again have had no issues aswell. Im actually very impressed with the quality of their sockets considering they were pretty cheap.
I just recently picked up a set of Mastercraft impacts, on sale for great price at Canadian tire so i couldn't pass them up. So far i've only used a few but they have been great, i don't see any future issues with them. Quality is great and they have a decent thick sidewalls to the socket. Im sure they will take a good amount of abuse in the next few years and i really don't see me having any issues with them. One of the techs i used to work with used Mastercraft sockets and had the same set, he'd been using them for at least 4 or 5 years and said he too had not had any issues with them.
I got different sets, 1/2" sets Craftsman, SK, MAC, Snap On. 3/8" sets Snap On, SK. The SK 3/8 swivel sockets are the best bang for the buck for US made. Got both 10pc metric and 7pc standard for about $240 for both sets.
I have a 16yo Craftsman set, 1/4.3/8.1/2drives. The only ones I had to replace were lost ones. The only Snap-on sockets I own are 7,8,10mm magnetic. They are a MUST when taking apart and putting dashes back together.
I use Sunex (both deep and shallow) at work, and they've been great. The laser etched labels have started to wear off some of the ones I use a lot, but as far as I know all brands do that.
I have the cheap HF impacts... They seem to work okay backed by any impact and 150 psi.... Then again my chrome USA craftsman sockets last on impacts as well. I use them as a mechanic. But it's not daily wrenching on a farm usually. As I get more money (I'm 17) I will fill in my shop box deep SAE's with truck impacts....
I have Craftsman, Snap on, HF, and Mac's. The Mac are my go to for the goofy reason that I can pull the tray out and hang it on the side of my box while using them, and then put them all back, makes size hunting very easy...
As for using normal impacts on lug nuts, that's what thin wall lug sockets are for. For normal use, I don't think i'd consider "thinner wall" as a benefit.