Lost a caliper bolt

Well, what I thought was my ghetto rigged exhaust hangers bangin around under the car turned out to be a MIA caliper bolt on my driver's side caliper!!! To think that I've been commuting back and forth from school god knows how long with one caliper bolt between me and the grim reaper still boggles me. My question is, should I put something on the threads to prevent this from happening? Like thread lock or something? The same one on the passenger side seemed to loosen itself as well. I replaced both from the driver's side and and tightened them down good aswell as the passenger side. Guess it was a good thing that I got off my ass and did a little investigating.

Hehe, I did the brakes last. And believe me I tightened them REALLY good, and I'm not weak either. I plan on goin back to the parts place to replace the passenger side ones since the new ones they had were the Allen type bolts not the torx heads like the originals. So you suggest I don't put any type of locking compound on them?

ok thanks guys. I did put some grease on the ends of them(non threaded part). I don't have a torque wrench so I just tightened them up good. I'll check em out later on during the week just for peace of mind.