Do change them with the engine stone cold.
Do use Motorcraft plugs.
Don't use anti seize. (lemme splain - my unscientific reasoning for not using anti seize is that I want the plug to seize up in the head a little. Less chance of it backing off and popping out later. I replaced the plugs in my old '97 5.4 and applied anti seize to the threads. 40-50K miles later, #3 blew out. Ever since then I've quit using anti seize, and I've never had another one come out on me. YMMV, of course.)
Don't torque them with a torque wrench. (lemme splain - it's not so much that you shouldn't torque them to spec, it's just that it's about damn near impossible to get a torque wrench on a couple of those plugs with the combination of extensions and swivels you'll need to get down into the plug well. All those extensions can affect your torque reading too, so you may be pissing up a rope trying to torque to spec. I start them and thread 'em down with a piece of 3/8" vacuum hose until they bottom out, then put a socket on them and go about a quarter turn. Done.)