I think the alloy wheel boots are around 60mm long - 20mm threaded, 20mm shank and 20mm head or thereabouts.
On some of the wheels (eg Sportline/16v) the head is deeper so it sits a little closer to the face of the wheel when mounted.
You can't use steel wheel bolts. And make sure if you're using non OE wheels or bolts, that you have the correct bolt seat (radius usually) and the correct amount of thread protruding - too much can foul the handbrake mechanism on the back.