Okay, here is the deal.
A Gasket sealer does two things.
1.) It holds the gasket in place while you install stuff.
2.) It fills in voids between the gasket and the mating surface.
Now, if you have brand new parts, #2 shouldn't be an issue (ha).
Gasket sealer is a band-aid, but it's one that we all rely on and works pretty well.
Now there are about 500 different kinds out there, and they are all basically the same. Everyone has their preference, and for the most part, everyone is right.
I use Permatex Ultra Copper for 90% of stuff. It's high temp, and I like it's consistency better than the pure silicone sealers (it's less like sticky snot). The only problem with it is that it dissolves in gasoline, so it's no good for intake manifolds. Learned that the hard way.
For gasoline exposed gaskets, I use Permatex Hi-Tack. I don't know what # that is, but it's the yellow sticky snot stuff. It cures hard and is sticky as hell. Works really well for those gaskets that you don't want to really come off again. Only problem with it is it is gross, it makes a mess, and it's thin. It doesn't really fill voids really well.
I also keep a tube of the blue silicone around for stuff that the ultra copper doesnt seem to work well on (like my valve cover, for some reason I was having trouble getting good adhesion to the head with it.
If something is really pissing me off, I'll use epoxy.
So really, take your pick. The above combo won't fail you, but neither will other peoples suggestions most likely.