Always use shims, especially if you have them already. Anti squeal compounds are a good preventative measure that I always use too, these come in different varieties such as spray on, smear on but are all curing in nature. Certainly don't recommend any type of grease on and around the pad at all, pads get very hot and greases have every chance of contaminating the pad/rotor surfaces. Other than not having the shims there is absolutely no reason not to use them.
Cheers