I make sure it's all clean first, clean the final drive of old grease
Refitting the rear wheel, I usually put a smear of blue (water resistant)grease on the spindle, a little inside the seals before I put the spacers back and some on the splines.
I clean, then apply generous amounts of Honda Moly 60 (which unfortunately is no longer available). My bike had 16,000 miles on it when I got it and I don't believe anybody greased the splines (including Triumph). This is pretty much what my splines looked like the first time I removed the rear wheel. These parts have since been replaced.
The splines are important to clean, then put on a high pressure moly based grease. I also put a film of moly on the axle shaft. The bearings are sealed and can't be greased. Never put any grease on the brake calipers or pads. The grease will attract dirt and cause wear on the calipers.