Chain - White Lightning
Places where I don't want to be too often (BB, headset, stem bolts etc.) - lithium car grease
Places where I am more likely to be (skewers, cleat bolts etc.) - white lithium grease, though car grease works just as well.
Pedal bearings (DMR only) - Seriously Purple Grease (very high viscosity).

I really don't see the point of spending lots of money on brand name greases that do exactly the same job as the cheaper car grease, and I have yet to have a seized BB/seatpost/pedal thread/[insert name of any component you like]. I would just make sure that the chain lube you get is high quality as that does make a difference.