As stig has stated, I look for evidence of factory applied blue thread locker. It is a safer bet to use some on brake bolts, but it is harder to remove the bolts later. Make sure to use a 6 point socket the next time you service your brakes. This way you stand a better chance of not rounding out your bolts!
I usually use "Neverseize" in the back and sliding parts of the brake pads. It consists of aluminium powder and oil. I would like to use something better if it exists. I will look up this copper grease...thanks ModChip.
Rene