None - Reuse the copper alloy ring seal.
The copper ring should seal, but the factory rings have a less then optimal fit. In general, thread sealants are used for tapered pipe threads, not for plugs with strait threads that use sealing gaskets, or rings. The drain/fill plugs are low pressure plugs so using a compatible sealant wouldn't hurt though and may help due to the poor fitting copper rings.
I believe when I changed the transaxle fluid in #0038 it was the first time. Here are some photos of the thread sealant;
http://picasaweb.google.com/lh/photo/CWlBEG7zbpyuLbSlW3Fq7g?feat=directlink