I bough a set of American Racing Torq Thrust Originals (TTO)
Is it best not to use the "drive on" weights or is the material around the rim strong enough ?
There is also the stick on weight.
Thanks.

Don't use the weights that attach to the lip, they will scar the wheels for life :( not to mention, those lip style weights are designed for specific alloy wheel lips -- so if you don't get the exact match, they could fly off.
Get your tire place to use this style http://www.plombco.com/adhesive.html. It takes some patience but you should be able to balance any wheel/tire combo (aside from 4x4) without having to stack the strips of lead. It's quite an eyesore when they do that.

I just my Torq thrust D wheels balanced, and had the stick-on weights used, and only on the inside, where they can't be seen.