I find that Hoppe's Gun Grease is an excellent lube for hinge pins, forend knuckles, etc. Stays in place and is an excellent rust preventative to boot.

For the sides of the lugs on my doubles, I do use a thin oil as I've found that grease tends to get pushed up the side of the lugs upon opening and closing the action. Typically I apply just a thin coat of Pro Shot Products Zero Friction with a q-tip, but other thin oils such as Beretta Oil, Breakfree CLP, etc. work well too.