It depends mostly on how you want to apply your lube. I lube one at a time with my fingers so I use Imperial Die Wax or something similar. For larger quantities and using a pad for application, I sometimes use RCBS, Lee, etc, but any of the pad type lubes work fine. For really large quantities, I would use a spray lube such as Hornady's "One Shot".
None of them are bad for powder or primers if used correctly.