It is correct that oil can goo up a lock in cold climates (including 3-in-1 which I personally goo-ed up a padlock with once). It is also true that if a good clean highly refined oil is used in a warmer climate it will not usually goo up the lock and work just fine.
If you don't like the mess of graphite then use a silicon based clear lube, like the stuff that comes in a spray can like WD-40. Silicon based lubes continue to lubricate even when dried up like graphite based lubes and unlike oil based lubes. Since I mentioned it WD-40 is a cleaner and de-binder not a lube. It can be used to get a lock working right again including one that has been goo-ed up by oil but it shouldn't be used as a lubricant.
Long story short - graphite based lubes work and continue to work even when dried out but are messy. Silicon based lubes work and continue to work even when dried out and are not near as messy and leave stains and stuff like graphite lubes do. You will find it in the same general area as WD-40 in a hardware store and it will usually be clearly marked as silicon based and will usually be more expensive then WD-40.