any of the ones mentioned work, just don't use a solvent based oil like light machine oil... it will gum up the works and mess up the bearing if you're not careful.
you can get glycerin at the local drugstore or department store, I found it in the cosmetic section at Walgreens and the drug section at WalMart.
Personally I use either Regdab or Iwata Superlube only because I have a bottle of each and it lasts FOREVER so I'll probably never run out!!!
You can not only put it on the needle but put a tiny drop into the trigger mechanism and it will really loosen things up!