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All steel, threaded fasteners, (bolts, studs) and even spark plugs that screw into aluminum should have something applied to the threads to prevent them from seizing over time, making them very difficult to remove later. Hence the name "Anti-Seize".
Head bolts need thread sealant to prevent coolant from migrating up the threads and into the rocker/valve spring area under the valve covers.
Depending on the cylinder head being used, some of the rocker stud holes are open into the intake ports. To prevent a possible vacuum leak or to prevent oil from migrating down the studs and entering the intake port, a sealant is needed there too. Blind holes need anti-seize.
Bolts that hold accessories or accessory brackets, braces, etc., should have anti-seize applied. Same with intake manifold, fuel rail, EGR, AIR, throttle body, exhaust manifold, steam vent, etc. bolts.\
Thanks Jake, The ones I took out appeared not to have anything on them and they do go into the intake passage.
Okay, the sealant or anti-seize is a preventive measure; preventing bad things from happening.
Every so often I read posts from guys having a hellofa time removing a bolt or spark plug, etc. Occasionally, the stuck piece actually snaps when being removed which creates a nightmare situation to get the broken piece out.
Last month, when I swapped my son's 3/8" rocker studs to 7/16" I used Permatex thread sealant on all of them.