One of the teeth on the cog that I use the most has worn down after only 2000 miles, causing chain skip. And that cogset replaced one that lasted only five months, and an even shorter distance.

Doesn't that sound like abnormally fast wear? I do use the cog in question to climb virtually every time I work out, putting heavy load on that cog for about a third of the 2,000 miles. But even so, the wear sounds abnormally fast to me. What am I doing wrong? I don't lubricate my chain, and I wonder if that is contributing to the rapid wear.