This is actually for my truing stand. I tighten the nut that holds the guide in place, but it tends to slip after a while.

Is there something I can spray on there to prevent that? Preferably something I'd have around the house.

Lock washer,star washer,spring,nylock nut,castle nut,pinch nut,double nut.....tell me when to stop

A little paint on the bolt may hold it well enough for a low-stress situation. The real solution is probably a drop or two of medium strength thread locker like blue Loc-Tite (242 formula).

+1 , Loc-Tite (242 formula), is a good thing to have around the house ..

..make it so ...

The problem with Loctite is that it will fix the nut firmly in place and prevent changes in the quide's adjustment. Yes, 242 can be broken loose without heat but it's intended for threads that aren't going to be moved or adjusted.

The lock, star or split washer approach is more versatile.

Is this a nut used to hold the feeler where you want to be able to ease the feeler arm around? If so then the feeler moving will move the nut eventually. The only good way to handle such a thing so you can adjust the retention pressure is with a D washer and flat on the shaft or with a keyed washer in a groove in the shaft such as found in pedals. A torque isolation washer of this sort along with a couple of spring lock washers will let you set the retention torque but allow you to still move the arm around without loosening the nut.