As it happens I got a bunch of U4's in the mail today. I found them gravelly, but found this improved with lubing (and also longer springs). I lubed quite liberally: the rails, the stem pole, the housing....basically everything but the tactile legs and leaf. They definitely feel better to me now.
Though having said that, I think the best answer to this sort of question is to simply do it to a couple of switches and compare yourself. Preferably blind. Mark the lubed ones with a dot, place both lubed and unlubed randomly on a switch tester, cover them with keycaps, and try to forget which ones are which. Then decide which you prefer, and take the keycaps off to see which ones they were. It helps to write down a score out of 10 for each switch - this forces you to keep things concrete so you're not just just coming up with vague impressions as you go around in circles pressing them all.
There are too many factors involved to be able to reliably rely on other people's advice. Maybe (probably) they will lube differently to you, maybe they enjoy a different feel to you, maybe they prioritise/ignore different results to you (sound profile, loudness, smoothness, pre-travel reduction, bottom-out feel, etc.)