Hornady One Shot DRY LUBE, not their case lube. It works pretty good for cleaning gunk out of dies and works great at protecting them. When I'm done with a die set I give each die a quick spray and wipe it down with a cotton rag, then place it in it's box being careful not to touch it with anything besides the rag. After wiping each die, give them all a good spray. It dries and leaves a film on the.dies that won't contaminate powder. I used to get some surface rust on my dies until I started using this method.
Not knocking anyone but I save the WD-40 for what it's supposed to be used as, penetrating oil, not rust preventor.