I keep a can of S.C. Johnson Paste Wax with a rag in it in my tool box. I tend to give everything a once over at the end of the day before putting it all away. I don't get fancy about it, just pull out the rag and wipe down chisels, planes, saw blades, router and saw bases, layout tools - anything steel.
Johnson's is just a furniture paste wax, and there are lots of makers of various waxes out there. I find it cleaner than using oils, and it sure makes tools glide.