New dies - disassemble and clean with carb cleaner. There is some anti rust product sprayed on new dies. Make sure you dry them out with a lint free paper towel. After they are dry, I spray the sizing, or body, or neck die with Hornady One Shot, shake out the extra, and let dry. Of note, this is the ONLY thing I use One Shot for - I do not have good luck using this product as a lubricant for sizing brass.
Used dies - same as above. But, if there are any scratches in the sizing die, I polish the inside of the sizing die with Flitz and a shotgun bore mop. You will NOT remove material, just need to have an excellent surface finish - no scratches!!