I don't use lube with a condom unless my partner requests it. Although some condoms come lubricated. I don't think it matters that much other than personal preference. As Jespah said, some lubricants (namely vasoline) will dissolve latex. KY lubricants work with latex.
That being said, it is a good idea to use some other form of birth control in addition to a condom
Edit:my original post said gasoline.... which is also not a good idea to use as a lubricant.