How to improve window sash sliding?
Usually silicone is good for this kind of thing, doesn't make a mess, screw up wood finish, gum up plastics and rubber, etc.  A little goes a long way.  Just a tiny squirt on the rails, work it up and down a few times, wipe off any excess.  

On older wood on wood windows, wax works very well, in a pinch, or if you don't have any wax, rubbing soap on it.