What Dave ^ said about using pipe dope. Without it the threads can gall and leak even though they feel tight.
A product called Gasoilia would be ideal, but I would not be afraid to use teflon tape on the nipple threads. Just wrap it so that it doesn't lap over the end of the threads. As far as tight, use a small wrench and grab it around where you've put the wrench on the fitting and turn it like you would a screwdriver (arm aligned with the nipple). You probably won't be in danger of overtightening it or breaking something unless you're a competitor in the World's Strongest Man contest.
