A light film of dielectric grease is a good idea on the base of light bulbs, and is actually a good idea on all your electrical connections. It helps prevent corrosion in the socket and will make removing the bulb easier in the future. Try and find a tube of dielectric grease (those that have worked on breaker point ignitions know what I'm talking about.) it will be about the same cost as the little packet of bulb grease, you get more and the tube has a cap on it so you can seal it up for future use. Just remember that a little goes a long way.
Make sure that you get dielectric grease though. I had a guy try and sell me lithium grease once because he didn't have a clue what dielectric grease was.