I'd grease the saddle rail clamping bolt threads to prevent corrosion but the res of that clamp really doesn't need anything unless it creaks. As to the post itself, absolutely grease the part that inserts into the seat tube and cover it well. Don't rely on the grease already in the seat tube. I would use real grease, not oil. You can get a small tube at any hardware, auto parts or the automotive section of any big box store. Any type will do.