It's rare that I've seen lead bullets with black powder lube for sale at retail. Most people I talk to who don't cast their own buy prelubed (smokeless) cast bullets, stick them in an oven with paper towels to melt the smokeless lube off, and then relube them either with the pan lubing technique or with a lubrisizer if they have one. There are many recipes for easily home made black powder lube and tutorials for pan lubing if you do some Google searches. I use a paraffin wax and Vaseline lube for my black powder rifle loads and it works very well. It's technically a smokeless lube but it leaves the fouling really soft and easy to remove. Most black powder lubes will use bees wax (softer than paraffin) and either lanolin oil, tallow, lard, or some other animal fat/oil (don't use butter; it contains too much water).
For black powder rifle I also find it's a lot cleaner if I use a duplex charge. It's easy with a big .45-70 case but I don't know anything about duplex charges in pistol cartridges. A dupluex charge is a small amount of a fast smokeless powder (most pistol or shotgun powders will work) over the flash hole and the rest of the case filled with black powder. I usually use 5-6gr of IMR4227 or 800X. Since all black powder loads are compressed (if yours aren't, you aren't loading black powder correctly), the smokeless powder is held against the flash hole and doesn't move around in the case. I only use duplex loads in modern firearms, not antiques, but that's just me.
Also I find it fairly common for people, even the staff in stores, to have no idea what I mean when I ask if they have "real black powder". The only black powder I know of that's approved by NRCan is GOEX (though I do want to try some Swiss if I ever find any). When I ask for black powder or ask muzzle loader shooters if they are using "real black powder" I often get a "yes" followed by the presentation of a can of a black powder substitute (Pyrodex, Jim Shockey Gold, Blackhorn 209, etc.). The substitutes are a little cleaner but can be more temperamental with when they will produce decent accuracy or consistent velocity.
Do not use lee alox lube with black powder. it leaves a hell of a mess in your gun. JMHO
I found that to be true when using only Lee alox but when I used alox coated bullets in addition to a lube cookie under the bullet with a fibre wad on the powder, it was actually cleaner than the black powder lube alone.
*edit*
Forgot to say, if you haven't found a local retailer that sells real black powder already, you may have to search around a bit. It is classified as an explosive where as smokeless powder is a propellant (highly flammable, not explosive) so black powder has stricter storage regulations for retailers. Many retailers wont stock it because of the added storage regulations. Most black powder substitutes count the same as smokeless so they are much more common. The store I buy mine at has it stored in a dedicated shed on the edge of the property away from the main buildings. It's out in the woods as well so the edge of the property is the edge of a forest; not a high density residential/commercial area.
In terms of storage requirements for private individuals, there are just limits on how much you are allowed to have which is less than smokeless. You don't need to store it outside or anything.