I just picked up a new Saros 2500F on clearance at DSG and it's not as smooth as I expected. My Sahara is smoother than it. It's also not as smooth as others that I have tried in stores. I can't seem to find another one for exchange so I was wondering what I can do to make it smoother? New grease and oil?

All reels will need a little breaking in from being brand new. Cleaning the excess grease and oil would be a good first step. A few trips out though, i think you'll find that it will get better. 

In my experience with shimano spinning reels they tend to need a little break in period but as time goes on they will feel amazing. They only get better with time. Give it a few outings and add (i'm not sure if the new saros have a oil port like stradics)  a few drops of oil to the port the first trip and just give it a few outings.