I used all kinds of stuff, cheap cooking oils (but using Olive Oil gave me a hankerin' for fresh tomatoes, mozzarella, and basil), fresh bacon fat, Crisco and beeswax.
When I had original Winchester rifles, I used Ballistol in the barrel and lifter area, and white lithium grease on the toggles and such.
With my cap and ball guns, I used either cooking oil lubed wads, or tallow/beeswax blend smeared across the cylinder face. For cleaning I use industrial cleaning wipes from Home Depot (also handy around the kitchen), afterwards I wiped the barrels out with Qmaxx Black Diamond, Gunzilla or Eezox. Same goes for rifle and shotgun. Guts of all my guns are lubed with white lithium grease.