Should you grease a stem?

Grease anything where metal comes into contact with metal

If you're talking about an aheadset (not a quill) then no. Unless you want want of those circus bikes where your wheel goes in a different direction to the handlebars.

Hello April 2008.

So, do grease the headset (by which I mean race/grease/notched washer/grease/locknut)? Or not?

I have already, but am prepared to clean it up.