Being i'm a pipefitter by trade,I come across all kinds of lubricants and sealants for threads.We use one product in particular that permanently locks the threads into a fitting; XPANDO. It comes in a powder form and you add just enough water to make a paste.Apply it with a small brush to the threads,assemble,let it dry and you have a seal that will need either a hammer or a torch to break it loose.

I dont recommend it on spark plugs,but you wanted to know what will keep threads tight; this is the best! And,its safe to use around oxygen!