You also need to make sure the pads are not binding in the caliper bracket, which is also common. The pads should be able to move fairly freely. If not, remove the pads and shims and then grind away any rust in the notch where the shims sit on the bracket. Put caliper slide grease on this cleaned surface, NOT on top of the shim where it touches the pads. Reassemble, pump the brakes a few times, and check to make sure the wheels rotate freely.
Jay