CLP is great stuff too-it really gets to the point of "what's the difference"-any quality based, synthetic with moly or teflon will easily do the job-on knives or firearms. With shooting, however, I have noticed militec-1 to make cleaning easier.
If you're into grease, you get a lifetimes supply (i'm not kidding) for about $8.
I'm the worlds worst and trying different lubes (for weapons that is)got a shoebox full of 'em-tetra (oil and grease), fp10, tw-25b, wilsons (oil and grease), sentry solutions tuf glide and smooth Kote, rem oil (always my least favorite-evaps too fast) Breakfree CLP and LP, Mpro7 lube (good stuff as well-does not evaporate easy) and lord knows what else.
the militec-1 is the current latest and greatest, but I'm sure something else will come along!
cheers,
Derek