What to grease and which grease?

[Ajax Bay]

Pulling an ancient thread out of the mists of time in an attempt to avoid the post police...
Does anyone else grease the length of QR axles (not just the threaded part) before sliding them through the hub? I've always sort of assumed that you'd want to keep moisture out of there, but I'm trying to work out why my bike feels quite 'slow' (it's not just the rider!) and I wonder if the lithium grease I've put in there might have become sticky?

In the scheme of things, this is a rather modern thread. Bravo for finding and using it.
I smear a tad of grease on a QR skewer before running it in, just as @weareHKR has described. It won't "keep the moisture out" but the skewer will be happy. But there is no need.
Since neither the skewer nor the axle turns how can grease or no grease (on the skewer) possibly effect rotational drag? Think about it!
"Why does my bike feel slow? I know it's the hubs wot dun it."
If your hubs are cup and cone; service them. If they are cartridge bearings, replace them with higher quality bearings.
Thinner grease in the bearings themselves will reduce rolling resistance, but save for hubs used by elites for track racing or TTs, this is marginal.
Watt tyres are you running?