The only metal-metal contact where grease or antisieze is sometimes frowned upon in at the square taper fitting of traditional cranks. I put grease on this connection but many people assemble it dry.
QRs need a drop of oil in the mechanism as well as a rust preventative smear along the skewer.
All threads and bolts need a smear of grease.
Sandsmachine have a reading on the best type of grease, and why.