The Tester Approves thread (see first post)

Grease.

For metal on metal connections which are not supposed to move (threads, seat posts), you want a copper anti-seize grease. For stuff which is supposed to move (bearings) you want a Molybdenum Disulphide grease. Go to your local motor factor and buy a 0.5kg tin of each, they will last a lifetime for most people.