|Well......maybe not EVERYTHING!|
When I was but an apprentice bike wrench back in the early 90's I had a great mentor. Tom was patient, willing to share his knowledge, and wanted to see me succeed. He taught me a lot of basic mechanical knowledge that serves me well to this very day. Tom always had a smile and a unique way about his teaching that really connected with me. One of the mantras he impressed upon me back then was the following:
All Threaded Parts Get Grease Or LocTite. Nothing Goes Together Dry!
I know that many may disagree, or find weird, isolated instances where this doesn't fit, but for 99% of bicycle repair and maintenance, it does fit the bill. Grease or thread locking compound. Never connect something with threads and a fastener dry. Why and which do you use?
Metal parts on bicycles have a unique function. Be light as possible and strong too. Many times this means that you use aluminum female threaded parts and steel male threaded parts, or the threads themselves are so fine, that any corrosion that occurs will easily freeze the parts together. Dry fitted parts are also prone to making noises, because of the microscopic movements between fittings that occurs, which resonates at a frequency we hear as clicks, creaks, and squeaks. Take a pedal spindle and crank, as an example. I've had at least a half dozen "noisey bottom brackets" come through this year that were actually pedal spindles with no grease on them.
When do you NOT use grease? When the two parts fitted together are parts you simply do not want to ever have come loose. Like chain ring bolts. Then I would recommend a thread locker, (although you'll hear otherwise, I've NEVER had an issue using thread locking compound on chain ring bolts.) Rack mounting bolts are another good place for thread locking compound. Just make sure you use the correct thread locking compound, like blue LocTite.
Finally, you may not want to use grease or thread locking compound on titanium fittings. Titanium has this nasty habit of trading metal ions with other titanium bits or aluminum. If that happens they can corrode together, (galvanic corrosion), in which case you may never get the two parts apart again! In the case of Ti fittings, I use GM Anti-seize compound, which is available at any auto store. Another place this rule may not be workable is with carbon fiber parts where the use of "carbon paste" is preferred. (Which is pretty much a form of grease with tiny gritty objects infused into it to prevent carbon parts from slipping against each other and is deemed "safe" for carbon fiber bits.
But most of the time you want to grease, or thread lock everything. You won't be sorry you did.