Speaking with much less experience than BillA - I've had good luck with teflon paste. The trick is to only put it on the part of the threads that will be engaged - and to remove any extra before you thread the fitting in (it should only be in the grooves of the male threads when you start).
Of course, for me, easy removability later on is a big feature and I'm willing to part with a bit of reliability to get it - although I'm not sure I'm giving up anything here as the paste will re-flow if the fitting is disturbed...
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