Hi Adrian,
Havn`t had experiance with the HEQ5 only the EQ5. Made lots of difference in the way it run in smoothness and stiffness. I used a top quality bearing grease. The site below is well known and should give you all the basics.
I also diamond lapped the worm gears with a small micron diamond paste. This made lots of difference in RA error as well..
http://www.astronomyboy.com/lancucki/
Cheers Gary