Silicone (dielectric) grease is ideal.
No. Dielectric grease is non conductive. Put it on BEFORE the connection and you will increase impedence and possibly cause a fire. With the combustible provided by the grease. If you use that grease, put it on AFTER the connection is made to prevent oxygen and moisture degrading the connection. Better to use a grease that is not dielectric. I used this grease on another's advice on my fuse panel contacts and had a fire from the resistance. I have used just regular axle grease (generic name, not sure that's official) all my life, when replacing brake lights and the like and never had a problem with the connections. Just put a blob of it on the bottom of the bulb, on the contacts and insert it.
http://www.wisegeek.org/what-is-dielectric-grease.htm