Definitely anti-sieze over Loctite. You can smear a whole tube of anti-sieze on those threads and it won't affect anything if torqued correctly to 50 ft-lbs. However, if you coat the whole thing with Loctite, you might get some corrosion protection, but you'll probably have a hell of a time getting the cups out two or three years down the road.
The teflon tape is completely optional, but I've found it to give me one more layer of corrosion protection, completely eliminate any squeek on older frames, and really ease removal.
Neither of these steps, combined with proper torque, has ever given me a problem, won't loosen until you choose to remove them, and are a cinch to install.