Both white lithium grease and motorcycle chain lube seem to work well.
Another item to consider is the delivery device. You can purchase
these in most motorcycle or bicycle stores, they clamp over the end of
the cable cover and have a spray tube port to introduce the lubricant
and force it down along the cable sheath. Have someone on the far end
to let you know if it starts dripping out.

claus wrote:
Can anyone recommend the best (i.e. long lasting) lubricant for use on
steering cables/guide-wheels etc?