I have gone to the local novelty stores and asked for the heaviest silicone-based lube. One such lube I'm using is
"Gun Oil" personal lubricant. It's almost as thick as the Pro Master stuff, and it's small enough to carry around discretely. The "Swiss Navy" oil looks sexy, but is actually a lot thinner than Gun Oil and Pro Master. I paid $14 USD at the store, Amazon has it for around $9 for the same bottle sans shipping. Personally, I wouldn't skimp too much on the lube.