If the upper to barrel fit is loose, I use stainless shim stock (.001) on the barrel extension and Loctite 640 to hold everything together. If the fit is fairly tight, I still use just the 640 to hold everything in place. I also face the upper to square everything up.
There are many ways, as it is with everything, to skin this cat. This is how I do it in my shop, and I have had pretty good results. Taking it all apart to replace the barrel can be a bit of a pain, but rare is the client who shoots so much that the barrel is shot out.
Just about any anti seize works fine on the threads. I've used everything from moly grease to regular anti-seize, just as long as something is there to prevent galling. I really don't have a "favorite".