Abosultely grease the threads.... a dry fit is a really bad idea, teh BB will seize evenutally or threads can gall up (esp. alu threads) and it wont be fun... been there. Use grease or anti-seize. Loctite is good for BB cups that have no lip.
Ive always used the simpel rule lips = grease, no lips = loctite
oh and no loctite on plastic cups