There are also lubes that are good for all around use. Water based lubes can be used for anal play, especially if you favor silicone toys, although most high quality silicone no longer reacts with high quality silicone lubes, I like my toys too much to take a chance, so we never use silicone lubes.
The "All around" water based lubes good for anal play tend to be thicker, but most can be used for vaginal use, as long as they don't contain oils or petrolatum. (The stuff in Vaseline. Boy Butter, a famous lube favored by gay men is oil based, even their water based lubes contain some oil, but it's vegetable based, not petrolatum. Still, it can't be used with condoms and isn't a good choice for vaginal use, as the body doesn't shed oil vaginally as it would anally or when used for hand jobs.)
Personally, I prefer either Sliquid Booty Formula or Sliquid Ride H2O, as the H2O is good for anything and contains only 4 ingredients. The Booty formula is about the same stuff with slight variations.