It is very important to lubricate the moving components of the machine in order to reduce wear and extend part life. Especially since I am using Delrin anti-backlash lead nuts which exert a constant back pressure on the threads of the steel ACME lead screw. This is a high wear area so I have lubricated all of the lead screws with a high temperature synthetic grease. Having the lead screws black oxide coated does help reduce friction slightly, but I would still recommend lubricating the lead screws with grease to get the most out of the components.
Here you can see the red-ish purple high temperature synthetic grease on the lead screws of the X and Y axes. Also, it is important to lubricate the linear ball bearing slides as well. The linear ball bearing blocks feature brass grease nipples which make lubricating them simple by allowing you to inject grease directly into the caged ball bearings.
Here the Z axis is lubricated in the same manner as the other axes.