How did you lubricate it?
In my experience, I've found that if you use the "Remove one piece, spray it in" method, then the cube will feel quite tight. The lubricant needs to dry, when it is wet, it will make the cube feel worse.
Here's my method for lubing a cube - I think it's by far the best (I've tryed dissasembling the cube, spraying in from a fixed edge and imo this works best)
First, get a rag, then take out the middle piece of a side and it's two corresponding corners. Then Spray a generous helping of the lubricant onto the rag, forming a wet patch - rub the wet patch into the open area of the cube, rotating the dissasembled side of the cube, to cover it nicely.
Put the pieces in again, and repeat for all 6 sides.
This works well because it dries the lubricant as well, and ensures only a sufficient coating is placed on, as well as being a quick and easy method.
Otherwise, just work the cube around a bit, solve maybe 10 or so times to get it perfect.
Also, you need to "break the cube in", the best way I've found to do this is missalign sides, and force them to turn (not too forcefully mind you) this will stretch the cube out a little, and after a while, it will move beautifully.
If you want to sand them down, use the black wet and dry emery cloth you can get. Choose a fine grit, and sand the cubes a little by swiping it through edges like a credit card.
And i'm sure i didn't spray on too much.
