One could go nuts with all the new Hi-Teck lubs out there. I use what my Grandpa did. Get a common candle and rub the zipper teeth with the zipper open. Coat well. Slide open/closed a few times and your done!
Take a pencil and 'write' on the zipper teeth. Run it back and forth to get it marked up. It would be a little messy to try to lube it with graphite from a tube, but from a 'stick', it seems to work pretty good.