Not really, in my experience. I had a rusted pan I pulled out of the basement, spent 20 minutes scrubbing and rinsing, a couple of rounds in and out of the oven with vegetable shortening, and was non-stick enough already to easily cook eggs. Am I missing a step I should be doing?

Wow, you +1 for teaching me something new. I've been using stupid vegetable oil on a cloth all these years to season my cast iron, and it's the biggest pain in the ass. I never even thought to use shortening.

I think I just read about it on a blog, and I'm pretty new to cast iron myself. But from what I understand, any fat should work.