At 3:25 into this video he shows an important lubrication point, the interface between the connector and trigger bar:
http://www.youtube.com/watch?v=pGobEpUO3Uc
You have to be careful not to overlubricate this spot, too much oil in this spot and the oil will pool up around the trigger housing and begin to seep out onto your magazines and seep out of the trigger housing pin hole. Grease would be ideal for this spot because it would last much longer and you wouldn't have to worry so much about overlubricating it.
He even says so in that video, do not overlubricate, small drops of oil or grease in each area is all that's needed.
Here's the latest diagram of lubricating points put out by Glock. They're very conservative in their instructions because they don't want people to overlubricate and get oil into the internal parts of the slide.
http://www.glocktalk.com/forums/showpost.php?p=8631536&postcount=25
But in general, as with any firearm or other machine, lightly lubricating any points where metal parts slide past each other is a good idea(except getting oil into the internal parts of the slide). I run a lightly oiled patch over the areas in the diagram AND: the camming surface of the slide that moves the connector, the firing pin lug and part of the trigger bar that engages the firing pin lug, the arm of the trigger bar that engages the firing pin safety, the front corners of the locking block that jump up into the slide upon recoil and cause slide peening - as well as the corresponding peened spots on the bottom of the slide, the top of the slide lock and in the slide lock groove that engages the barrel lug - as well as the bottom of the forward barrel lug and groove for the slide lock, the base of the metal guide rod on sub-compacts and Gen4's, and finally the top of the slide stop that locks into the notch in the slide as well as that notch in the slide and the area rear of that notch that the slide stop rubs against until it reaches the notch in the slide.
Also, I lube the forward part inside the slide that the top of the barrel's chamber slides across per Glock's instructions, but I also lube the side walls inside the slide that the sides of the barrel's chamber will rub across.
Lube1:
http://tinypic.com/r/1z5rvhx/7
Lube2:
http://tinypic.com/r/14wgilj/7
Lube3:
http://tinypic.com/r/erk0wo/7
Lube4:
http://tinypic.com/r/2h7nal4/7
Lube5:
http://tinypic.com/r/a4mltt/7
Lube6:
http://tinypic.com/r/52cg9w/7