Water-based lubes can be used with anything. Hard plastic, glass, and metal can be used with any kind of lube.

Silicone-based lubes (and hybrid lubes) should generally not be used with silicone or anything containing silicone, as the materials will bond together and ruin the toy. A high-quality pure silicone toy might be able to withstand a silicone lube, but always do a spot test first (for every brand of lube, and for every new bottle).

Oil-based lubes are the only one I'm not too sure about. You can use them with pure silicone, but beyond that someone else will have to fill you in. I do know that it dissolves latex, so don't use it with a condom!