FWIW (and will probably get flamed again for this one), I use Wheelsmith Spoke Prep on threads. It has the reputation to resist nipples from backing out, but as others have said, that's a non-issue for a good wheel build. Rather I've found it to be extremely helpful as a lubricant, both for tensioning the wheel on the initial build and for truing years down the road. I've used it on all my wheel builds and have come out great. If adjustments are needed 4 years later, its still super easy to work on.