Lithium complex (not lithium soap) is near the top of the heap as far as thickeners go. Most of the high end automotive berring and chassis greases are lithium complex thickeners with base4 base lube oil (polyalp*****fin AKA real full synthetic) and of course a few secret extras that improve physical properties. Thats right grease is oil traped in a thickener(90-95% oil, 5-10% thickener usually), like adding starch to watery drippings to make gravy. Thickness grade affects lubrication only slightly but does affect things like water washout, drag, pumpability, cold weather thickness, and oil bleed(the oil in all greases will slowly separate over time thus really old grease is mostly thickener). NLGI grade #2 is the one in most auto part stores, I had to special order my light #1 and I've never tried #3, #0 is very very light for exreme cold, #00 or #000, depending on brand, are considered semi fluid(they do flow)

Lubriplate makes some kickass ball berring grease, cars use heavy roller berrings but both are antifriction type, friction type are two sliding surfaces.
http://www.lubriplate.com/products/greases.htm 100-130 series is for plain berrings like cams and slides, 630 is good ball berring grease, EMB is for highspeed electric motor berrings like in fans(water resistance is no concern).

Amsoil multi-purpose has a pretty juicy spec sheet too and has done well for me. the heavyduty is the same stuff with moly added for extreme pressure hits (we're talkin backhoe mounted jackhammer berrings and gears) amsoil runs on the light side (ie their #2 is in the official #2 range but right at the soft end) they make a #1.5 boat trailer grease I would like to try on a few things.

There is a lot of good grease out there actually

The color is just coloring, like food coloring, except for grease with Moly(molybidium disulfied) which darkens the grease a bit, it still can have coloring, but anything with moly says so as it's a selling point.

So few greasable berrings are left on bicycles these days that grease doesn't seem to be much of a factor anymore.