I generally use grease on the slides of my auto pistols. Lubriplate, TW-25B, Brian Enos’ Slide Glide, Shooter's Choice Red Grease, MD7, I've used all of them with good success.
I use grease on a gun that will be carried for at least a couple of weeks before being shot & recleaned, which applies to my duty gun for work and and my back up and off duty guns. I haven't noticed a problem with grease in really cold weather, but if it's that cold I'm probably not out on the range for more than 90 minutes max anyway.
On guns that will be shot more frequently than that, I usually use oil. I have most recently been mostly using Slip 2000 EWL (extreme weapons lubricant) and also 10-8 Performance Lube.
For regular lube over the last 40 years I've used Triflow, Triflon, Break Free CLP, GI LSA, Militec, FP-101, Weapon Shield, Prolix, Snake Oil, Rem Oil, Gun Butter, Machine Gunner's Lube, Marvel Mystery Oil, Wilson’s Ultima-Lube, and etc. and hadn't had any problems with those, either. My mechanic uses Mobil One as a lube on his rifles and is very happy with it.
Some shooters recommend the procedure of using a "floater" (thin bead) of oil atop the grease before going to the range for a lengthy practice session. I've experimented with that a little bit but I suspect that getting that complicated may be over thinking the issue a little bit . . .
I was in the National Guard for 20 yrs (1980-2000). For most of that time we used GI rifle bore cleaner (RBC) to clean in the armory or after a range qualification, and Break Free CLP in the field as a cleaner & lube both. As a cleaner I found RBC to be MUCH better than the Break Free -- Break Free was too thick to clean very well. But in the field it was nice to only have to carry one product to accomplish both tasks.
About 30 years ago I shot on the State ARNG pistol team (to be honest, I was 2nd alternate) with a couple of old timers who made their own "Red Oil". If they liked you, they'd put a little bit on the slide rails of your M1911. It was a big honor. "Red Oil" was a mix of STP, Marvel Mystery Oil, Breakfree or Triflow, and something else that I don't remember anymore.
Seemed to lubricate okay. Tended to get all over the lenses of your shooting glasses because it was kind of thin
For a cleaner now, I generally use Shooter's Choice or Hoppe's #9. I have also used Montana Extreme and a commercial version of “Ed’s Red” solvent that I got from Brownell’s. (I have also used Ballistol with good results) Shooter's Choice makes a special formula for lead removal that I've found works really well, and Hoppe's has a couple of different formulas for different applications. Another solvent I've had good luck with is called Rustpruf.
I just got a sample pack of a new product called "Shooter's Lube", the solvent formula of which is reputed to be a good carbon remover but I haven't used any yet.
There are about a bazillion different products out there, and I've used most of them and they pretty much all worked well. Lube for different applications does indeed have a different formula and additive package. Some guys get all worked up because they don't want to spend the money for a weapon specific lubrication product, and others like to experiment and make their own cleaners ("Ed's Red") or lubricants. There have been MANY discussions about lubrication on this forum in the past.
I love the way Hoppe's #9 smells.