I agree with the above that Lithium will work just fine but I would remove the pedals a couple of times a year to make sure they don't seize due to galvanic action.

Anklework's suggestion above for nickel-based anti-seize is good but that stuff is pretty expensive unless you buy a blister-pack size...as is the copper-based anti-seize but they do work admirably well. I have those as well as the aluminum-based anti-seize and that's what I use on my bike. I reserve the nickel and copper anti-seizes for my old sports car.