Best things for the caliper slides,or any metal to betal brake parts is high temp anti-sieze,preferrably the silver stuff,high nickel,made by lock-tite. Stays put,does not wear or wash off,stops rust,and doesn't attract dirt as much as grease.
NEVER use it,or any type of grease on the caliper mounting bolts,or any metal to rubber parts,as it will react with the rubber and swell it,causing them to stick or sieze. Best stuff is the silicon based caliper lube at most auto parts stores. Looks very similar to dialetric grease.
Even if you do use grease on the slides,it will work much better than nothing at all,even if it attracts all kinds of dirt. I will agree though,polishing the slide area on the knuckle and the caliper is a good idea.