In addition to the type, perhaps you did not use enough. There is a tool called a lube launcher. It is like a syringe that gets the lube all the way into your vagina, deep enough so that there are no dry spots. I am very dry down there until I have had an orgasm, so to start out, I need lube in me and on the toy, so that there is no friction.
Before the lube launcher, we just started off with lots of lube and slow fingering to be sure that I was well lubricated before the more vigorous activity.
I am sensitive to certain lubes as well, and through trial and error, I find that Pink Water and astroglide work best for me. Hope this helps