For the most part, dry lubes should be used on trigger groups and firing pin springs.
When it comes to slides, slide rails, locking lugs on bolt guns, or anything under a load, I prefer a light grease, like TW25B or EWG. Be advised some folks use Lubriplate, and I have too, but it is an aluminum based grease and is NOT compatable with lithium based greases. If the two are mixed, a chemical reaction occurs and it softens the metal the greases have been applied to.
I just switched to grease on my R9's and it really smoothed the action versus using oil. If you prefer to use oil on the R9 due to tight manufacturing tolerances, Mil-Comm (makers of TW25B) makes an oil (MC3000) that stays put where applied. This is a nice feature when applying it to a CCW.
The trick to using grease IMHO, is not to over-do it; except for Sigs, which run better with heavier lube.
Militec contains Chlorinated Esters. I have heard Eezox does as well, but I have never confirmed this just due to the fact that I was never interested in their product to start with.
I agree with Reinz, "the most important part of all, is just LUBE and do it properly." IMHO, he's spot-on in his last paragraph too..