Bicycle Mechanics - Grease/Lube Rear Derailleur for Hesitation?

My rear derailleur hesitates or doesn't shift when going from the large cogs to the small ones. Loosening the tension in the barrel adjuster helps a bit but that hurts shifting going the other way (from small to large cogs). My cables appear to be fine so I'm wondering if it's something in the rear derailleur. My first thought is that perhaps the pivot points in the rear derailleur need lube? Does anyone lube their rear derailleur? If so, grease or chain lube? Any other ideas as to what the problem might be? Thanks!

A shot of lube is cheap, won't hurt anything. The spring could be dying or there could be a buldup of crud on the cogs.

Sydney's suggestion is a good place to start. If it still seems sluggish, I would suggest that your rear derailleur cable should be removed from the cable housing. Clean the cable and then spray "Brake Parts" cleaner into the cable housing, be sure to use the little red spray tube that comes with the cleaner. Hold the cable housing in a verticle position over a trash can or other container. The brake parts cleaner will drain out of the housing and remove whatever dirt and gunk may have accumulated in the housing.
Good crisp shifting to smaller gears requires a clean, adjusted, and properly lubricated derailleur as Sydney already mentioned. But, since the only force that causes shifting to the smaller gears is the deraileur's "return" spring tension, dirty cable housing will cause it to be sluggish and slow. And, there's no adjustment for this condition. I have found that a clean cable housing without any lubricant in the housing, provides better action on both my long cage Shimano 105 and my short cage Dura Ace. I had once tried using various lubricants in the housing but have since decided against it. Good luck.

Still no luck :(

I tried lubing the derailleur, cleaning the cogs, and removed the cable/housing and cleaned them. May have to try the LBS. The derailler is a DA-10, about 6 months old so I'd hate to think it's the spring. Anyway, thanks for the suggestions.