When you are deadheading you are working. You are assigned the flight and are usually compensated some kind of pay depending on the company you work for. You dont have to say anything to the crew if you dont want to... though most people at least say hello.
When you are jumpseating on another airline you should greet the other captain at a time when he is not busy doing other things, introduce yourself and the airline you fly with and ask if it is ok if you ride along on the flight.Have your ID badge, flight certificates, medical and passport in your hand- some guys will require you show them, some wont. Have them ready anyway.
Good Luck.