Your lugs should be torqued to 100 foot-pounds. As with any other automobile, tighten the lugs in a star pattern.
Proper lugnut torque is important for several reasons. If they're too loose, the wheel can wobble or even fall off. If they're too tight, especially the front wheels, your brake rotors can warp. The lugs themselves can also break off if the nuts are torqued too tightly and you try to take them off.