I'm far from an expert but have put these on a few of my bikes and do like them. Definitely makes the job simpler for me. Haven't used the Mityvac either.
If that's your own pic that's posted you'll see that the Speed-bleeders come with some sort of lube/locker already around each thread. I've never felt the need to add anything else there and have not had a problem with leaks, either air or fluid. What I have done, and maybe what you're thinking about, is to put a dab of grease on the external end of each bleeder before slipping the hose over it whenever I've done a bleed. This not only helps the drain tube go on easier but will also help seal it against any air getting sucked back in at that point. There is a downside to this however in that the tube can now move around easier on the bleeder, possibly allowing air to slip in or even come off the bleeder altogether.
My suggestion would be to think through your set-up if you'll be doing this by yourself. I usually put a glass jar on the ground (below the bleeder level) and have a hose cut at the right length to allow it to stay at the bottom of the jar (inside the fluid) and with just enough pressure (bend?) at top to keep it on the bleeder. Too short and it'll pop off, too long and you'll be fighting to keep the jar upright. I'll also put a small spring clamp or two in strategic places to help keep the hose from moving.
Oh, and keep the dog out of the garage too. "What's in the jar, huh? What is it?? Gonna sniff it!" :swoon: