The transmissions seem to do best with the mitsubishi 75w90 fluid. I would advise getting this direct from the dealership. Redline shockproof seems to do really well in the rear diff, and some people run it in the transfer case as well. As for engine oil, that's anybody's guess. I have personally preferred Castrol 5w50 for many years, but may actually switch to Rotella 15w40. The Castrol is very good at keeping lifters quiet, however. Use whatever coolant you like, after flushing everything completely. I prefer standard ethylene glycol (green) rather than Dex-cool or any other such variant (usually pink/yellow/orange). DO NOT use DOT 5 brake fluid. A DOT 4 fluid with a high boiling point is probably best, unless you go for some fancy schmancy "racing" brake fluid. Dexron power steering fluid is recommended and i dont know of anything that "works better" or should be used as an alternative.
When assembling things, I "ONLY" use grey permatex. This goes for transmissions, oil pans, water pump, water neck, oil pump... anywhere that has a paper gasket or no gasket gets a thin coat of Ultra Grey on each mating surface. This is the same thing the dealership hands out to techs, and it works best, hands down.
For the turbo to manifold bolts, o2 housing, or any other exhaust related pieces, i use copper anti seize on all the bolts and nuts. I would highly recommend you do this as well.