You should lubricate your door about once every two or three months with a light weight lubricant (preferably silicone or white lithium based). Do not use motor oil. Over time motor oil will collect dust and debris and create a "gunk" on your door that can actually hinder smooth motion (and it creates a mess).
Spray a small amount of lubricant on each roller, on each hinge's pivot points, and on the inside surface of the track where the rollers travel.
If you have a door that uses extension springs (stretch down the track as the door closes), lubricate the spring pulleys.
If you have a door that uses torsion springs (sit on a bar overhead), spray lubricant onto the surface of the springs so that they can twist/wind more freely.
If you have a garage door opener, be sure the rail is lubricated to help the "traveler" operate smoothly back and forth as the door opens and closes.