The rods and pulleys do not need any lubrication -- the linear bearings and skate bearings have lubricant in them. They may need to be relubricated (once every year or two?), but you have to remove and lubricate the bearing itself (the ends of the linear bearing keep dirt and any grease you might apply out, by design).
For the z-axis leadscrews, I use lithium grease. 3-in-1 oil is supposed to work well too. I do a quick cleaning and reapplication maybe every 100-150 hours of printing (that could be excessive though).