I've seen neglected dies. Rust covered and froze up. Wet basement and the guy left them is his press. Had to torch them out. The press was salvaged but the dies were trashed. I check every so often and spray WD40 on those seldom used one.
Hornady's One-Shot Dry Lube & Cleaner is Great (they recommend it for use on their reloading equipment, also great on cleaning / lube of trigger groups!) and my formulation of 99% Alcohol with Lanolin does quite well for both re-size lube and rust prevention!
Spray em with case lube and keep em in an airtight container like Tupperware with a desiccant packet inside. A soft bristle wire brush should take off any surface rust.
Wearing gloves when handling the dies is the best rust preventative. As others have said spritz it down with a little lube and wipe off excess. A brass brush can be used on the outside of the die.