I use Loctite on *one* thread of my Abyss first stages, because they *will* loosen if I don't, from getting bumped (not hard) in relatively tight overhead environments. This is chromed brass, and excessive torque leads to eventual thread failure. The thread in question gets a very small droplet of Loctite 242 (IIRC) on the atmospheric pressure side of the fitting. No Loctite makes it into the inside of the O2-clean regs. (All my regs are O2 clean. It costs me nothing, basically, and makes them interchangeable at need without worrying about that particular detail.)
I have certainly not dived every regulator that exists or even a majority of them, but I have never had a problem with any other thread loosening on any other regulator that I have dived, and my stuff gets used (like the gear of many others on the board) nearly every weekend.
No, I don't use a torque wrench. I did, several times, but do them all by feel these days. It's easy to apply excessive torgue, and surprising at first how low the torque specs actually are for regulator fittings.
YMMV, of course.