We used lube while I was on the pill years ago, some horrible stuff called "Joy Jelly" that had flavorings in it and gave me UTIs and vaginal infections. But, I was so dry from the freaking pill. The only other times we've used lube for actual PIV intercourse is after our babies were born, you tend to lubricate slowly the first few months of breastfeeding. We always try to during anal, but sometimes we forget, and luckily I'm juicy enough to 'drip down' so we've not had too much problem.
I have asked him if he wanted me to give him a hand job with lube and he kinda went, "Why? Just do it." So, no, not for that. I know he doesn't use anything when he jerks off. I do, though, especially if there are toys involved. I always get "caught" though, later that day, if I didn't take a second shower, he'll go down and start to laugh and say, "I know what you were doing after I left for work this morning."