I guess I've only ever worked on my cars, but the only times mine have been crazy tight is when a shop did it. I have never had rusty lugs or wheel studs. It is always torque. You can't fix that without applying torque again in the opposite direction.
I can see what you are saying about rust and in that case the torque of trying to force them loose might damage the stud. But if they are on because of torque, the studs are continuously under stress until they stretch to relieve the overtightening. So the torque you need to loosen them will decrease the stress on the stud, not spike it (assuming you apply the torque in a smooth fashion, I'd never jump on something attached to my lug nut).
And JM19, you can buy electric impact wrenches for limited use. That might make more sense than an air compressor. In the end, we can only offer solutions to possible problems. You are the one who can see the lugs, knows when they were last tightened, and by whom. Heck, for all we know, your lugs were only hand tightened the last time, and the wheel pushed out and caused the lugs to strip across the stud and now it's all fused together. That's incredibly unlikely, but the thing is, no one but you can really know.
Since it seems you are a little unsure, I'd do what was previously suggested. Pay a shop you trust to loosen them, or to rotate the tires and use a torque wrench to properly retighten them. Then save money on the *next* rotation.
