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There is a grease nipple at the right of the steering head. Just fill it with grease until it comes out at the top/bottom every 4000 km or 2500 miles.
For adjustment of the steering head bearing you will need a special tool that HD does not want to sell to you. You can get it here or here or here
The rocker itself doesn't need grease. But the adjustment (at 800 km and then every 16,000 km) is a bit too complicated to post here as it involves taking the front wheel out and semi-disassembling the rocker. I wouldn't touch it without a service manual!
Kastar also sells a special tool to do the rocker stuff rocker adjustment tool you can find this tool also at the other links I gave you.
I got both tools on order for 3 months now from 'mytoolsforyou' ... they are the only ones willing to ship out here.
Like Rakthi said definitely get the manual, it will save you lot's of $$ doing the service yourself. On my 06 FX, I've found that the front end gets a slight wobble on decel right around 35-40mph when the head needs adjustment. I was able to get the tool from my dealer. However, you can also do the adjustment by taking off the top clamp...it's just more work. I use the HD grease because I got it free...don't know if there is anything better.
Not sure what you mean about "compression". the springs will probably not wear out in your lifetime, and the damper will be good for years to come,
For adjusting the head, just follow the "fall away" proceedure in the manual. You'll also need a torque wrench when tightening the stem bold and the pinch bolt.
When adjusting the rockers, use a torque wrench and follow that proceedure as well. Definitley grab the manual.
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