I like to use some of my motorcycle chain lube. It is PJ1 and it comes out watery and blue but soon dries to a sticky permanent grease. While it's in the liquid state it soaks into the threads of the nipples and around the outsides so the nipple turns easier in the grommet of the rim as well as lubing the theads.
I put them into a small diameter container and shoot some in from the spray can and stir them up so the lube gets into all of the nipples.
If you don't want to get the same lube I have also used regular bearing grease mixed with some laquer thinner or brake cleaner to thin to a watery mixture. Again the lacquer thinner or brake cleaner soon dries but while it's liquid it helps the grease to coat the entire spoke. For this style put a kidney bean sized dollop of grese into a small container and then add about a teaspoon of thinner or brake cleaner. Stir to mix and then dump the nipples in and stir some more to coat the nipples.
I've found that over the years using the grease seems to stay in the threads longer despite rain and washings.