You are with splined interfaces (ISIS, Octalink etc). With square taper you don't normally have to but you can i.e It won't do any harm. So I'd whack a bit of grease on the splines. If you have caged pedals, make sure the bolts are tight. Check your dropouts and back wheel, make sure it's all clean and tightening properly. Do these easy things first. If the problem is still there, start changing bits around. Start with the pedals, then the cranks, then the BB, you'll find the problem eventually. It could also be a crack, but it could also be your bars/stem or front wheel.