I usually just use the organic grease most pad sets come with. Anti-seize tends to dry out and gum up the works. We get them in at work for dragging calipers and its almost always anti-seize causing the problems. I love anti-seize but not on caliper slides.
I got a set of the TEKTON wrenches the other day. They are super nice, both sides have the size stamped in them. I was very impressed. Best wrenches in that price range.