Since 1986 I've used a Radio Shack product called "Lube Gel."  A synthetic grease consisting of Teflon in a silicone carrier, it's also sold at bicycle shops as a lube that's not supposed to attract dirt.  I've found it to be ideal on stainless guns especially and to not thicken in the coldest temps I've experienced in South Dakota and Nebraska winters.  A little goes a long way as the stuff seems to get into the metal pores and the steel just stays slick for seemingly forever.

Another good lube I discovered while researching Ed's Red Bore Cleaner is Delrin III ATF.  It seems that ATF has a nearly ideal combination of lubricating and anti-corrosion properties for gun use.  It just smells awful.

-- Chris M.