Definitely use threadlock where they tell you to!
I didn't have any when I put my kit together, now I'm regretting it! My belt pulley set screw came loose and my TLT-1 came to a stop! Luckily it didn't fall out! I was able to put some Loctite on it and retighten it without disassembling the chassis. Now I have to wait 24hrs for it to set before I can run it again
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I thought threadlock was just for nitro guys... because of the engine vibration and all... now I know better!
When I tear into the diff housing to upgrade to full ball bearings, I'm definitely putting Loctite on everything, including the diff screws, when it goes back together!
I'm a little disappointed in Loctite, though. I wish it were a little thicker, I always seem to pour out too much! Are there any other threadlocks that are more of gel or cream? I guess it's thin to penetrate the threads, but I swear I must waste 80% trying to pour it out of the tube!