Blue Locktite all the way.
Amilla
That reminds me - what's the difference with all the colors?
As stated, different strengths and applications. I use to use blue, now all I use is red....never had a problem with breaking a bolt or having to use heat to loosen a bolt or nut.
Locktite also works better if the threads are clean (no old locktite, oil, grease, dirt, etc.). Use a wire wheel and/or brake cleaner to clean the threads before application....then assemble and torque to spec.