I use thin steel "handy wire" (aka "baling wire") to pull them through. Also make sure the inside of the tube is clean and shiny. If it's rusty inside, you should probably just replace it, but I managed to clean mine up by forcing various things through it (bearing balls, abrasive cloth, scotch-brite).
I've also used "synthetic wax" wire pulling lubricant, which made the pull a lot easier but made the wires harder to get out the next time. I might try one of the water based ones (or even KY jelly) next time and see how that works out.
Oh yeah, I also do the initial pull in the shop, before installing the tube inside the column. That way, I can clamp the end of the baling wire in the bench vise and pull on the tube with one hand while I guide/stuff the wire in with the other. Once an inch or two of electrical wire protrudes, I can remove the baling wire, install the tube in the column, and finish by pulling directly on the wire.