I use tri-flow. I believe it can be gotten from a hardware store for cheaper then a bike store.
Check guides for how to adjust your derailleur, chances are there's been a lot of cable stretch and it needs a little work on top of the cable being lubed.
Only shift gears without peddling if the cable loosens, if you shift to a larger sized gear when not peddling the cable, shifter, chain, or casset can break from the force applied.