Well, in almost 30 years of reloading with Lee dies (with Lee lockrings) I've never had a die work loose. Mebbe 'cause I'm a lifelong mechanic/machinist and I have used hand tools all my life, but Lee stuff works fine for me. No, I don't use a wrench or God forbid, pliers, on the Lee rings, just finger tight. I bought a set of RCBS dies that had those "real" lockrings on them and had to repair the threads on the die exterior before they could be used. Some ya-hoo must have used a 18" wrench tightening the lock ring (badly distorted threads) and the set screw on the side of the ring was tight enough to gouge flats in the threads. Used a lot of Kroil to loosen things up and had to chase the threads to make the dies usable. I now just use some stainless 7/8-14 lock nuts (thin) on my single stage, and some I customized (knocked the corners off) on my turret. If you use a wrench on the Lee lockrings you stand a good chance of distorting/striping the threads in the aluminum. In my estimation, lock rings don't make or break the quality/usibility of a die set. And yep, I've got dies from several manufacturers (Lee, RCBS, Hornady, Pacific, Herter's, Lyman)...
BTW McMaster-Carr sells one piece split threaded collars 7/8-14 for $4.89 each
http://www.mcmaster.com/#locking-rings/=fflnjx