You really do not need to clean the magazines when you break down and clean your gun after a range session. I have put several thou rounds through my 92FS and have yet to disassemble the mags. The magazine is really only storing rounds and is not subject to the fouling from firing the gun like the barrel, slide, guide rod, locking block etc.
On the subject of the lube, you definitely want to wipe off any excess lube, especially in the barrel. When you clean your gun make sure to patch the barrel until the patches come out clean and dry. Lube/oil in the barrel can cause significant increases in barrel pressure when the gun is fired. The only time to really leave any coating of oil in the barrel is if the gun is to be stored for a long period of time. If it is, then you should clean it and patch the barrel dry before firing the gun.
Hope this simplifies things for you.