Lot's of stuff has been said here, baby powder , latex gloves (think dish washing gloves with the grips), etc.
I find what works for me is to do a warm up where I wipe the head of my penis thoroughly. The reason for this is that the head naturally produces a kind of slippery oil thing (if your uncircumsized that is) and can simply be wiped off for a bit. Then do the same with your hand where you're going to grip your penis and you can actually feel it getting sort of tacky. This enables me to get maximum grip .