I actually first heard about the Finish Line stuff from a discussion over at CandlePower Forums about the best lube for threads and o-rings on high-end LED flashlights. I think I paid about $10 for a syringe from Amazon.

EDIT: By the way I should clarify that I'm in no way advocating using this stuff for bearings or even common fastener threads. I don't think it's waterproof, and way too expensive anyway.