My drivers side window sometimes refuses to go up, unless I keep pressing the button forever until it then goes.

Will it be the contacts in the button? can the button be opened? [I used to be able to open my old Sierra buttons]

I have recently greased the runners on both windows, but the fault was there before that but not as often.

Maybe take the switches out, disconnect them and then bridge the loom connectors with a bit of wire (obviously need to bridge the right terminals though!) If the problem still exists then it's likely to be the motor/ wiring at fault. If the motors work fine then the switch is at fault.

By the way, are the switches supposed to be illuminated when the headlights are switched on? Mine aren't, but then again neither is the lower part of the heater controls

nope the switches aren't luminous, only if u do it urself with a kit. as for the electric windows, mine did that and it was a faulty switch. hope that helps.
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Electric window switches are supposed to light up, but they light up with the ignition on. Mine didn't when I got the car so I replaced the bulbs and they still didn't, ended up having to replace the bulb holders as well.

worn out window switches are quite common. Ive had to replace atleast one of the switches in atleast 3 of my cinqs.

They can be opened and fettled with but ive tried it before and it didnt come to much good. Replacements and cheap and can be got on ebay from as little as 99p if your lucky

But yes, they do light up with the lights and ignition on. The bulbs in cinqs seldom last long though.