Where there's metal sliding on metal, I would suggest applying some oil. This goes for the piston, bolt, bolt carrier etc. The only thing to avoid putting lube on would be the firing pin as its intended to be as free moving as possible without sticking in any one position. Not only is it a good idea to lube everything to reduce wear, but it acts to reduce the likelihood of your rifle rusting. It certainly makes cleanup a a more involving process if your using suplus ammo, but in the long run you're better off.
Grease seems a bit heavy, but I suppose would work well when applied to the rails of the bolt carrier.