Dielectric grease can't hurt, but not necessary.

The antiseize is grease made with oil and bits of metal. It won't inhibit the grounding of the plug to the head.

I'm an advocate for using it on any thread you might want to ever remove again. My only caution is that greasing the threads will lessen the torque required to achieve the prescribed tension on the joint. So if you're the type to fastidiously use your trusty torque wrench, you could reduce the torque slightly. For this reason I try limit the variable by using only a small amount on threads where I care about the applied torque (spark plugs, lug nuts). "A little dab'll do ya," as they say.

Best wishes for many well timed sparks,
Will

Use never-seez on the plugs and also on steel screws/bolts going into aluminum.
The plug cover screws for instance. If you feel a bind when reinstalling
re-tap the threads.
Use never seez on O2 sensor threads (keeping it off the sensor)