Bike Assembly - What all needs lubrication?
To keep it simple, any place where one piece of metal touches another needs grease.

The threads of any bolt or fastener, brake posts, head tube and headset cups, bottom bracket threads, water bottle bolt threads, pedal threads, and seat post/seat tube interface get grease.

If it's a carbon frame, the seat post, and handle bar/stem interface get carbon friction paste instead of grease. and you should use a torque wrench to install the components.

Titanium frames get copper paste in place of regular grease, with special care taken where aluminum and titanium might touch.

Coat the outside of any cartridge bearing, where they touch the frame, to prevent corrosion as well.  Key here is lightly coat them, too much just picks up dirt and makes a mess. 

Cables should be lubricated with a light oil, like Brunox.

Also, the chain needs regular lubrication, every 2-4 weeks, depending on climate, using a bike specific chain lube. I prefer Teflon products like the one from Finish Line.

I hope that helps.