The most recent recommended procedures for STED sample preparation can be found in the Leica technical notes below. The documents are relevant for systems with 592 nm, 660 nm and 775 nm depletion lasers. The UCL Super-resolution Facility currently only has a 592 nm depletion laser, so not all dye combinations will be possible. Please email the facility staff if you are unsure what dyes to use. Also, the UCL system does not currently have 3D STED capability. In other words, it cannot improve resolution in the Z dimension, only in X and Y.

Quick Guide to STED Sample Preparation by Wernher Fouquet
STED 3X Sample Preparation by Louise Bertrand and Sarah Crowe (hosted by Yale University)

The above notes contain full details for sample preparation but here are some key points to remember about STED sample preparation and imaging for fixed specimens. Please read them so you don't make any major mistakes in sample prep:

Use commercially prepared formaldehyde that is free from formic acid and sealed in vials. There have been reports of high background using old formaldehyde that had been prepared from paraformaldehyde. I recommend Pierce™ 16% Formaldehyde (w/v), Methanol-free (Thermo 28906)
You must not have DAPI or Hoechst in your specimen because they cause high background with the 592 nm depletion laser.
We only have a 592 nm depletion laser, so all dyes must emit in the green region of the spectrum. Please see the note below about dyes for one-colour and two-colour STED
Use antibodies at higher concentrations than normal. Leica recommends using most commercially available antibodies at a 1:100 dilution.
Perform several rinses after each antibody incubation and then wash at least three times for extended periods of 10 to 20 minutes each
Do not use Vectashield as a mountant as it reduces the brightness of long Stokes shift dyes
The recommended mountants are: Prolong Diamond without DAPI, Mowiol (see Leica's recipe in the tech notes above), Prolong Gold without DAPI
The observed structure should preferably be no more than 20 µm from the cover glass.
If you have a red or far red counter stain (e.g. Alexa 568, Alexa 647) then you must image that channel before capturing a STED channel because the 592 nm depletion laser will bleach the red dye.

Dye combinations for one and two colour STED

The technical notes above contain detailed information about dyes but essentially if you are imaging a single channel Leica recommends using Oregon Green, but Alexa 488 also works well. If you want to image a second channel you will have to use a long Stokes shift dye. Leica recommends Abberior Star440SX or BD Horizon V500. Star 440SX is available conjugated to secondary antibodies but you will most likely need to use the streptavidin conjugated form V500 as it is designed for use in flow cytometers and is only available directly conjugated to antibodies against leukocyte antigens. This means your secondary will have to be conjugated to biotin.

You can use filter set I3 on the microscope stand to view both Star 440SX and Horizon V500, although Horizon V500 is brighter when using filter set A. In both cases you are likely to see cross-talk with any conventional green dye like Alexa 488, but this will not affect what you see when imaging.