I've always used Arctic Silver 5, but to be honest it's more of a personal ritual, and if someone told me there was no real performance difference between all the goops and gunks I certainly wouldn't argue.
On a more general note, make sure you give yourself:
1. plenty of space
2. plenty of light
3. plenty of time
Don't force anything, there's nothing in PC assembly which requires brute strength (apart from some heatsink mountings), and if something doesn't seem to fit, it's because something's obstructing it, or you've got it the wrong way round.
Have a think about where your cables will be going, and the most logical order in which to fit components to make life easiest for yourself depending on your case layout.
There's really no special skill involved in physically putting a PC together, it's mostly just common sense...