I like using graphite powder for such locations. It's a dry lube used mostly in guns while employed in desert evironments. The fact that it's dry stops it from turning to slippery mud.
For traditional lube, if your going to slide the cable out of the sleeve and then put it back in, I suggest some sort of lithium based grease. Otherwise if you don't want to disassemble the cable you're limited to lightweight oils, of which any will work.
Just remember the sleeve is teflon coated internally so they are already pretty slippery inside.