I use the SU2000 Synthetic Lube with great results after thorough cleaing, wipe parts, use a q-tip, and/or lightly coat any friction points. Another one to try is Militec.

Some of the thick lubes are not as effective in extreme cold as well as they tend to accumulate gunk/carbon.

The SU2000 does make cleaning easier on Beretta, Benelli, Remington and Winchester shotguns after coating the bolts, receiver, magazine tube, chamber, and choke.