You don't have to put a drop of oil there every time, but it doesn't hurt. Most 12-gram Co2 cartidges (other than food-grade ones) have a small amount of lube IN them. 3-in-1 is pretoleum based, and might hurt your seals. Your best bet is silicone oil, like the Crossman pellet gun oil.
If you have a paintball gun store nearby, see if they carry any lube, as it's probably the same stuff as the Crossman lube.
See if you can find Leland C02 cartidges, by the way. They are usually green, and are great quality.