Rather than anti-seize, I dip the spoke threads into boiled linseed oil. And I grease the insidess of the rim ferrules. This allows for a much tighter wheel; I've rebuilt an LSC Rolf Vector Comp front wheel this way.

As far as the front wheel swiftly going out of true, this usually occurs if the wheel is not built tightly enough. If individual spokes are going, I would suspect alloy nipples that are becoming stripped and no longer tensining the spokes.

Luis