Slightly wrong there Darren, they do slide, that is where all the different profiles come in. It is how they transmit the power to each other.
For gears, I always use an anti throw grease, it is very 'sticky' so stays on the mating surfaces. Motorcycle spray on chain lube is the easiest type to obtain, and can withstand the pressures involved in gear meshing.
I think I have mentioned this before, some lubricants can have a detrimental effect on certain types of plastics and nylons, so you should follow the manufacturers recomendations if you have any.
John