If you go to a trailer sales place you can get a moly grease that is especially made for couplers; in particular load equalizing hitches where there is a lot of pressure on the ball and hitch. Just takes a little and it stays put.
Otherwise, as others said, just any old grease....but that's such a mess. You get the stuff all over you.
I know that they make plastic covers for the balls when not in use and that helps.....if you can keep up with what you did with it between uses. :%