Linseed oil (boiled but not raw) is a traditional agent for cleaning and polishing brass. It leaves a protective coating, but you need to rub it off and leave just a thin coating. It will appear gummy if too much is left on the metal. Furthermore, it will give the brass a bit of "patina" (a usually green film formed naturally on copper and bronze by long exposure or artificially (as by acids) and often valued aesthetically for its color) which is one of the reasons it's bought by those who want their brass to have a patina. If you don't want that effect, and want the brass to retain a high polish, you can use clear polyurethane or polymer-based car wax. Linseed oil has the advantage over polyurethane of being easier to remove later and can be used as a cleaning agent in its own right.