I second this one. No lube or use a slim bar of hotel soap. Other products are just too messy for me.I'll be the contrarian and say I don't use any. I find it more annoying than anything, and tend to get on my hands, which then makes them all greasy and slippery, defeating the purpose. A good arrow puller has always been my preference, and in the few situations when I'm at a target that's too tough, I usually double up with someone to pull the arrows.
More usefully for the thread, though, I will mention that I have heard of soap bars working very well. An accquaintance of mine was particularly known for grabbing the hotel bar soap for arrow lube when travelling to tournaments. It definitely seems to be a viable option, and it's probably quite cheap, too.