Typically the nuts are bronze. I replaced some of the nuts in my Atlas lathe with Aluminum Bronze stock from McMaster-Carr. Left and right hand Acme taps in most popular sizes are available, and I replaced some of my screws (cross slide, compound, and tailstock) with precision acme ground rod, also from McMaster. Works great, and the lathe is now nice and tight. Well, a little slop still in the compound dovetails...
Al