Of course the pins should be lubricated. Any moving part should be lubricated. If you bought loaded calipers, though, the guide pins are probably already lubed. The pads slides on the bracket need to be lubed, however. You may have all new hardware, but it needs to be slippery new hardware. We see cars in the shop all the time with uneven pad wear between the inside and outside pads. It is almost always a guide pin or slide issue. They stick in place. Like most good things in life, lube is a wonderful thing.
