I've always used Park assembly compound (SAC-2) for where the seatpost goes into the seatube. Haven't had a need but you could also use on the saddle rails where they meet the clamp.
Haven't greased bolts on newly shipped seatpost clamps. Beware that probably the torque ratings shown are based on threads as they come from the factory -- greasing them up effectively changes the torque rating you should really use.