Grease bout any style you choose but grease it stays where you need it longer. WD40 is ok for quick lubing of rusted items but what you want is something that will still be where you put it (or there abouts)next year. you will want to remove your assembly from the door and lube the teeth and where the arm slides over or contacts any other part of the assembly and make sure you get plenty in the small gear portion too.
Now one question I have is dose it seem tight n stiff when its out of the door a lot of the time its misalignment or binding that can cause it to be hard to roll up or down. in that case you will need to check the channel or even you may have a stuck or broken roller. Just a few thoughts
Mike