If you are doing a good job of cleaning it, then you are going to be removing all of the lubrication along with the powder residue and other random dirt that is in there. You should therefore lightly lubricate everything with a good gun oil (Rem Oil is what I use) after each cleaning.
If you shoot regularly, the light coating of gun oil should be enough to keep everything in working order. If you are storing you weapon for longer periods of time without using it, then you need to grease it before you store it and then clean that grease out before you fire it. I take mine to the range 2-3 times a week so I just clean & Rem Oil it after each trip.