If you have one of those chrome ones made out of pot metal, throw it in the garbage, they warp as soon as you tighten the bolts.
If you have an "O" ring type use the o-ring + RTV but no gasket, check it for flatness with a steel ruler or straight edge, and flat sand it if needed. Some O-ring types are made of pot metal, these types are still a Piece of cr@p, but some people have had success with them. I wouldn't run one on my rig if you paid me.
With an aluminum or cast iron housing, flat sand it if necessary. Use Felpro gasket #35067 and permatex, or KW copper coat, apply it directly to the gasket, or RTV sparingly works also. Sometimes I will use a little sealer to glue the thermostat into the stepped recess so it won't fall out of place when you are trying to position the gasket and housing.
Start both bolts and draw them down evenly, then snug the lower one first and tighten both evenly, this is the key.
I just replaced a thermostat on Thursday to one of my rigs. With those sealers mentioned above don't wait 24 hours for the sealer to cure. Assemble, fill and drive it immediately. Been there done that many times.
BH
Rulebreaker below also has an excellent tip. ;D
If your thermostat relief is in the intake manifold and not the housing, its better to stick the thermostat in place with sealer like mentioned above.