Can you coat or spray anything onto bolts to prevent them from freezing or rusting up in the future? Loc-tite? light oil?

I just spent an hour cutting off a nut that was rusted onto the top of the thermostat housing bolts.

If you're ever in the same situation, I used a Dremel metal cutting wheel and cut opposite sides of the nut flat (so the nut was a rough rectangle instead of a hexagon. This gave me enough flat area on the side of the nut (and away from the bolt enough to get some lever action) to tap with a chisel and hammer until the threads broke free.

It was lots of fun, but I'd have preferred to have just taken the nut off with a wrench. Any ideas on what I could put on the threads to prevent this the next time around?