OK, I ge tthe part with the threads. I get the part w/ the buffer retaining pin being held in with the buffer tube being threaded the whole way in,...

When you guys build a lower, do you do anything "special" to ensure the buffer tube does not come unthreaded?

The buffer retaining pin, will hold it in just fine. Nothing special needs to be done.

Does anyone Loc-tite the tube into the lower receiver?

You may want to use some Moly on the threads.
Then I would torque @ 30-32lbs or so.

Mugzilla, contrary to what Ballistic Tip and WSAR15 have stated there is NO reason whatsoever to place loctite or anything else for that matter on your buffer tube.

Simply screw it in until it CAPTURES the retaining pin, (no torquing REQUIRED), by hand is fine and ya don't have to tighten it till it binds against the retaining pin, just enough to keep it from flying out. The buffer-tube is held in place by the buffer retaining ring nut and it can NOT move if your have tighten it properly, (which could be what WSAR15 is referring to as torque he listed sounds about right, but I just tighten mine tight by hand using a buffer-ring nut tool). Any lube placed on the buffer-tube outside the lower itself will end up on your hands or face eventually, so IMHO lubing is not necessary.

My 2 cents,
Mike

Just wanted to add that in Army days, we would take down the stock assembly for cleaning regularly usually inspection not field.  Our rifles spent alot of time in the mud.