I asked the internet expert bicycles for help:

Jobst Brandt [jbrandt@hplabsz.hpl.hp.com]
That's a large topic.  You don't say where these lubricants are to be
used but I assume you mean wax for chains.  Wax does not work and no
one, but those who believe in the unbelievable, wax chains.  Wax is not
mobile and cannot return to a location from which it has been removed by 
rotation of one part on another.  It has little film strength and
as most adherents of this method admit, it falls flat with moisture
This exposes its absence from the friction surfaces.

Plain ordinary automotive wheel bearing grease and motor oil is about
as good a lubricant array as you can find.  You can pay more but you
won't get anything better.  The only exception is motorcycle chain
lubricant that is suspended in a volatile solvent.  This allows the
lubricant to penetrate easily and then gel inside the chain as the
solvent escapes.

[words for the author]
While I agree with Mr. Brandt with most things, I don't agree with some 
of his comments.  I have been waxing my chain for over 3 years and I have 
had no trouble so far.  However, I must say that the wax is useless when it 
gets wet.  Also, I do not use straight pure wax, I mix some 10W30 motor oil
in the mixture.

Also, for grease/oil, I have to say that for most bearing applications, the 
automotive grease is good enough, however, you do not need some of the
high temperature/high pressure properties of some greases.  

For oil, motor oil is good enough for chains, but you can use something 
better.  The motor oil is very sticky and can become dirty very easily.  
The newer dry lubes are great if you ride in sandy conditions.  The wet 
lubes are very thick, and should stay on the chain after getting very 
wet, but much like motor oil, it tends to get dirty very quickly.

Some added:
Brian Adams [adams@cs.unr.edu]
-A time-tested method for lubing a chain: soak a few hours in a pan of hot
 90-weight gear oil, heated on a hotplate (do this outdoors on the patio.)
Chris Watts [dvlmask@cinenet.net]
I feel compelled to adress the chain lubrication issue:  Waxing chains is a
relatively antiquated practice with questionable real world value.  Grease 
and bearing oil may be fine for road bikes, but these substances attract
too much dirt from the trail to be of any real use to mountain bikers.  I
recommend White Lightning.  It is a high density lubricant suspended in an
evaporating solvent.  It keeps chains running clean and dry, and works
great in wet conditions.  If you can find it, there's really no reason to
consider using any other lubricant.

I know you prefer not to use brand names, but White Lightning is the only
example of this type of product that I'm aware of.  (No I don't work for
them:-) )
Author's note:White Lightning is a wax like lube.  It goes on wet and the 
carrier dries, leaving only the wax behind, inside the links.  There 
are similar products out there.