I was using militec gun grease for a while, then found that after running the gun in sand environment, it got all gritty, and sand stuck to all sorts of places. so I went back to CLP. I don't even heavy lube anymore. a little dab'll do ya. Mostly on slide, and where there is friction, metal on metal. I found militec is better suited for AR stuff.
Though, if part of regular maintenance, gunk has to be cleaned out anyway and reapplied, so in the end it doesn't really matter.
for reference, i'm talking about the glock and sig.