If using wingnuts -

a) get ones with the longest wings you can, and not flimsy ones either. Those old bronze Huret ones would bend when getting the rear tight enough.
b) use locknuts with a surface that bites into the dropout inner face
c) lube the threads
d) if getting them for a derailleur bike, one of the rears needs to be longer to clear the mech top knuckle
e) stay away from other riders' spokes