I've only started experimenting with toys fairly recently and I don't generally use lube unless I'm playing with a toy, so my lube experience is fairly limited.
My first lube was just a random water-based one from the drug store. It was okay, but didn't last as long as I would've liked. My next purchase was JO H2O. I've found that one to be much better, but still not perfect. I'll keep experimenting and trying out different lubes, but it may take me a while, since I don't go through them very fast.
I recently discovered Boink 'n' Oink from Wet. I haven't tried it yet but... come on! Who could resist bacon-flavoured lube?!