That is a good question. Here is my opinion.
Header bolts and any bolt connected with the exhaust you should use anti-seize. Bolts that go into a water jacket should be coated with some blue silicone (RTV) on the threads. As far as bolts like cam gear bolts, balancer pulley bolts, fan bolts, converter bolts, flywheel bolts, it is a good idea to put at least Loctite blue on them to help keep them from backing out. As far as oiling the threads on other bolts.. I think that you can probably skip that. The best thing to do is get some thread chasers to clean up the bolt holes before you put bolts back in them..
John
