Open or Closed end lug nuts

Waiz

I've used both on my wheels and people have said that there will be rust issues with open ended but in the 6+ months that I have had mine I haven't noticed anything on my own wheels or the wheels of friends.

It really comes down to what you think looks better since the weight difference between the two is a non-factor.

EDIT: Regarding the ones you posted, I think those are too short and you run the risk of more easily damaging your wheels unless you can find
an adapter long enough to clear the lug openings on your aftermarket wheels. I would recommend these instead: http://mynismo.com/products/?id=5360