I'll do that with the oil filter because it will be new, and I am pretty sure they used lube but the place I bought it from also did a test run to check it all out. With the engine was a piece of paper saying that the oil pan needs to be cleaned but it didn't come with the pan, I put it in later( and I cleaned it first).
I was thinking of putting some high temp paint on the exhaust but wasn't sure if I could do a good job at home.