Either way you want to do it. However you should always check to see if the manufacturer has something to say about it. I tend to lube or use anti-seize. But mostly just lube on the bike. As anti-seize can be really hard to get out of clothing if any should get smeared where you can come in contact with it.

On old vintage bikes I did use anti-seize on seat posts and those old style 7 stems for the portion that went in the steerer tube.

Nickle anti-seize. As it's more suited for most any use. Even though bikes aren't going to see the high temperatures it's special for. But again, very limited needs on bikes. And only on my old bikes for me.