Your question is really too open. What do you want to use the lube for? Are you sensitive to any chemicals? How thick/thin do you want the lube?
Several manufacturers offer free sample packs, that might be a good way to go if you're really not sure.
I'm paraben-sensitive, for instance, so I really like Probe (it's inexpensive, works well, and doesn't bother me), but it does have glycerin in it - so someone who has a problem with glycerin might want to look elsewhere.
If you're going to do something that needs a long-term lube you might want to look at a silicone lube. The last a long time, generally don't cause a reaction, but are expensive and harder to clean up after.