http://www.summitracing.com/parts/EAR-184004ERL ...ideally. This is for AN fitting to AN fitting. Light oil will work also...unless, that is, you are fitting oxygen lines. If you are using a fitting with AN on one side and pipe threads on the other, then you may want to use Teflon sealant on the pipe thread side, or something else appropriate.
I've used a dab of anti seize to keep the threads clean. But that was on an alcohol system and not on the bevel. Some guys will squirt a bit of WD on the whole thing.
I've used Voi Shan copper seals on some AN lines. Kinda like a copper gasket, but nothing on the threads. CARSICK