I have a kryptonite U lock and lately it's been sticking a lot while trying to turn the key. Usually I can eventually get the key turned. It was getting worse though and a few days ago I (unable to find any lube/wd-40 etc) cleaned it out with soap and water which seemed to help a great deal. I also started being very careful to make sure the little key-hole guard engaged. Last night when I was totally unable to get my bicycle unlocked and had to leave it there and walk home. The key would fit into the lock and turn half way and then stop. I'm going to go try and pick it up now, but I don't know the best way to try and make sure this doesn't keep happening. It's winter here and I wonder if that might have something to do with it.
Edit: I ended up at the hardware store and the guy there (who had built his own bike in his garage, conveniently) recommended jig-a-loo. This made the lock move really well but I still couldn't get it open. This is when I noticed that my key was twisted (From trying to force the lock probably). I flattened the key back in a clamp and was able eventually to unlock it, but I can't seem to lock it again, so I ordered new keys. I'll have to wait till they come to see if that solves anything or it's actually a problem with the lock...
Edit again: Some graphite and new keys seemed to do the trick!