What You SHOULD Do!
Repost from 2009.
For those who haven't installed their just-bought new gas or electric tank-type heater yet, first thing to do is find and unscrew the corrosion-protecting anode from the top--before the pipe threads corrode and lock up tight.
Then wrap no more than 2 turns of teflon pipe thread tape around the male thread and screw it back in. Use an ohmmeter to make sure you still have some metal-to-metal contact between the anode and the tank. If not, screw it in a little more. After ~2 years unscrew the anode, which you should be able to do thanks to the Teflon tape, and see how much is left.
If you don't have enough space above the installed tank to lift the whole anode out, cut it in half, thirds or whatever so you can easily get it back out. Just connect the cut pieces with a short piece of wire and sheet metal screws--the anodes are soft alum. or zinc.
The anode dissolves slowly in order to protect the inside surface of the tank. Good hardware stores sell them for ~$20 or so. Much easier and cheaper to replace than the whole tank, especially if you treat the pipe threads when new. These anodes are available in chain form, although not easy to find.
US out of the UN, UN out of the US.