I used white lithium grease for the metal tracks. Silicone spray for the rubber tracks (where the window slides when it is up), and ATF on the metal semi-circular gear that runs through the motor.
For instructions I used my Haynes manual and this message board.
Also try:
http://mb.braingears.com/124_DISC1/Program/matrix.htm
This is the first time I've done this so I'm not claiming to be an authority. Make sure to first clean all related surfaces, however.
And be careful and gentle with the door panels. I had a good friend help me do this and it went very smooth. That centre clip was a pain, though.