Is there anything that can be used to keep filters/lenses/adjustment ring threads from sticking in the first place?
The main thing would be to keep them free of dust, dirt, and any sticky substances (eg oils). The dust and other particles (eg metal shavings) are one major cause of these threads sticking, and the oils and stuff will contribute to these particles becoming stuck there.
You'll need to do this both for the lens and any filter you're going to screw onto it (or the camera body and lens back).
Use a cap over any lens back thread while it's not screwed onto a body.
Use body caps on bodies stored without lenses.
Keep any screw-in filters in a case while not screwed onto a lens.
Keep a lens cap over the lens when not in use. However, this still exposes the front thread while you are shooting. If you were paranoid, you could use a clear (UV) filter or a filter ring with no glass on the front and remove it when you want to attach a filter ... or just try to wipe any dust or grit with a soft dry cloth before attaching anything.
Another major cause of sticking is deformation of the thread, such as from dropping the lens. If you have dropped your lens and slightly bent any of the thread, it may stick and that may be hard/impossible to fix.
You also need to be careful about what you screw into the filters - say you buy an old lens or filter from ebay, and the thread on that is damaged, that thread may then also damage the thread on the lens or body you're screwing it into.
Cheap accessories may also have deformities in the threads or be slightly misshapen from spec even when new. This could be a problem.
The lower cost filters are made of Aluminium/Aluminum which has a very high thermal expansion coefficient compared to say Brass which the better quality filters and some lens bodies are machined out of. So the male thread of say, an Aluminum Polariser screwed into a brass UV filter or lens body on a cold day will expand when it warms up and hence be much harder to unscrew. The other problem is that Brass and Aluminum, are very dissimilar metals and are well known to corrode when in contact, especially in seaside atmospheres. So its preferable not to mix Brass and Aluminum components in the one stack. Hope this is also useful grist for the mill.
Read this carefully, If you can get some lubricant on the thread (WITHOUT CONTAMINATING THE LENS OR FILTER ) this will definitely work. Using a lens cleaning cloth, and while away from your camera and equipment, spray some furniture polish containing silicone on to the cloth, Then very carefully put your fingernail into a corner of the cloth and wipe around the thread making sure not to contaminate the glass. I am sure there will be a lot of negative comments about this, but it does work and it is possible to do if you take care. I do this and it always works.
In my opinion the best things to do to avoid getting lens filter and adapters stuck on the lens are:
- Use good quality filters and adapters. As it has been mentioned before, cheap adapters may be cheaply made and have imperfections and defects. You get what you pay for.
- Don't over tighten them. Screw them slowly and carefully until you feel a bit of resistance as they tighten, then stop. Don't try to tighten them too much as it will make them harder to remove later on.
Now, if you have a piece that's stuck on a lens try carrying around something like this (http://www.amazon.com/Easy-Grip-Natural-Rubber-Jar-Opener/dp/B008W052RQ/ref=pd_sim_201_5?ie=UTF8&refRID=1AZ5JSXRPZ1385B166GN) It will give you a better grip on the ring and let you turn it with more leverage.