Wedge,
Probably removing priming residue is even more important than lubrication. When I first started reloading, changing the shellholder involved removing the ram from the press. Those newfangled removable shellholder heads resulted in the presses going years without cleaning. The ground glass from the primer compound is an effective grinding-lapping compound.
Pull the press apart and wipe it down as often as you think of it. Be sure to run a patch through all the pin holes and the ram channel.
Almost any old lube works well, but one that does not harden and "varnish" too quickly is best.
Cheers from Darkest California,
Ross