1. Every single time you reassemble the pistol from field strip, even if you didn't take the guide rod and barrel out of the slide, you must manually seat the base of the guide rod fully into the crescent-shaped notch in the barrel lug. It slightly pops out of that notch on its own and must be re-seated before you reassemble the gun.
2. Occasionally you'll need to put a small drop of oil into the interface between the trigger bar and connector, see the video below.
3. Don't shoot unjacketed lead bullets in the factory barrel. Lead residue can build up much faster in the factory barrel than it would in an aftermarket barrel, which can lead to overpressure. Jacketed lead bullets of course work fine in the factory barrel.
4. Don't get excess oil into the internal parts of the slide. Excess oil in these areas will quickly collect residue and brass shavings and cause malfunctions.
Here's a video showing how to lubricate a Glock, he actually uses a little too much in each spot, all that's needed is a small drop of oil or grease in each spot. I personally use oil, and when I put a drop in each of the slide rails I put the drop at the rear of the slide rail and hold the slide with the muzzle down so that gravity will carry the drop of oil through the whole length of the rail to the muzzle end.
Video Link: http://www.youtube.com/watch?v=pGobEpUO3Uc
And here's a good video showing how to clean a Glock:
Video Link: http://www.youtube.com/watch?v=-fx0-hMFako