Just had my first one and was alerted by the TPMS, otherwise would not have noticed till possibly the next morning when I was en- route for a holiday flight. Luckily it happened near home where I had the box of wheel bolts in the garage as I could not take the shiny metal cap off the locking wheel bolt: the removal key was in with the bolts and the spare socket for the bolt.
Note to all, if you have the shiny cap over your locking wheel nut, make sure you have the removal key in the car too, not just the locking bolt removal socket.
As for the puncture, I'm on Continental Eco Contacts. Rivet through the tread but got it repaired rather than replaced as not near the sidewall.