i tend to just use the grease left on my fingers, which tends to be a tiny little bit of goo most of the time (i'm a greasy guy, at least when i'm wrenching) to give the splines some glide. Whenever i'm installing a cassette and my hands are actually squeaky clean, i try to replicate the little bit of film i typically have during a tear-down or build-up. Back in the day, i used to not worry about greasing the freehub splines at all, and i've never had a cassette rust to the body, despite living in NJ and riding year-round (salty roads).

hth,
-rob