Why does my iPad screen feel sticky?
There are cleaning kits targeted for the iPad that might give you a better result than just a damp cloth. I personally bought the Hama Premium Cleaning Kit for iPad and I'm quite happy about it.

The second parameter in the equation are ofcourse your hands, the dryness/greasiness of your fingers will influence the comfort of the moment. Personally, I've found that just after washing my hands I feel some resistance when swiping the screen, and it works best with a more natural greasiness.