There are numerous types of lug nut sockets available today. Some, like your standard lug nut sockets, are general-purpose and can be found at most local auto parts stores and retailers. Others, such as thin-wall lug nut sockets, are for especially recessed wheel nuts where standard sockets can't easily fit. You can also choose between 6-point and 12-point sockets depending on torque and space.
However, if you want a socket designed to protect your rims during installation and removal, non-marring lug nut sockets should be on your list. Such sockets are designed with steel walls covered with soft compound sleeves made out of a durable polymer. These are intended to protect your rims from cosmetic damage, such as scratches and chips. They are also designed to fit snugly and should handle high torque, courtesy of their impact-rated cores.
By preventing direct metal-to-metal contact between the socket and the wheel, your wheels are less likely to scratch. These are especially worthwhile if the socket slips and comes in direct contact with the face of your rims. Lastly, thin-wall non-marring lug sockets are the best of both worlds since they aren't burdened by thickness and are designed to keep your rims scratch-free.