What to use on exhaust studs / internal fittings & oil plugs?

Kind of two things, as I realize they will probably be different.

I can guess that a heavy duty loctite should be used on teh studs? 3 of the 4 studs I am reinstalling have been heli-coiled, and two of them are kind of poor. The heli-coil is set rather deep, with the first half seemingly not have taken. Stupid machine shop. I like to think I would have done a better job. They do seem like they will hold, but I can thread the studs in easily by hand, whereas the untouched hole is tough to thread by hand (and probably fits very snuggly).

I guess I could always put loctite on them, and if they harden up nicely, OK. However, If the loctite is the only thing keeping the stud tight, will that be enough? I don't want to have to pull them back out, and have the heli-coil come out with it or something like that.. So I was thinking maybe stick a glob of JB Weld in there just for safe keeping?

Anyway, also I was curious what to use on internal engine threads, such as the hex plug at the rear of my oil pan, and the one that is installed internally to route the oil out to the oil cooler and back, rather than strait up into the block (using a GPz550 oil pan). I have a loctite brand white sealant for pipe threads and that sort of thing, also I know permatex makes something very similar if not the same. Also, the internal oil bypass valve that threads into the oil port in the pan.

And lastly, I tapped out the air injection ports in my valve cover with an 8mm x 1.25 tap and have hex plugs that fit perfectly. Loctite on these? Or maybe whatever I use on the oil plugs? At work I have seen both the loctite brand white pipe sealant as well as the permatex brand used on plugs in aircooled aircraft cylinder heads, so I figure it should work, and I want it to seal air-tight obviously.

Thanks in advance!