thread tape
If you check McMaster-Carr they have some really heavy mil-spec thread tape that is really good stuff, especially on sharp stainless threads. That might help.
If, as Jim suggested, you have plastic threaded to metal, I have found that it is almost impossible to make a reliable connection if the plastic is the female side of the connection. It appears that the metal contracts more than the plastic does when it gets cold and opens up the joint. If you can use a metal fitting to convert it to female metal x male pipe, the opposite is true and it may actually tighten the joint as it gets colder.
I've had so many bad experiences with pipe dope sealants that I've given up on them for anything but gas lines, which they have some advantages on.
Steve Bradt
Free State Brewing Co.
Lawrence, KS