This depends on what you have. For nut rings, most people choose long reach indicators, which protrude through the nut holes. You can also use wheel nut locks, such as Prolock and Zafety products under the rings.
For ring fit wheel trims, we recommend wheel nut locks. This is because the trims cover the wheel nuts, so visual indicators are no good. To ensure that your wheel nuts stay in place, wheel nut locks are by far your best bet.