There are plenty of gun oils advertised, and all are good. As for ?spraying on?, I wouldn?t waste my money on aerosol containers ? they apply far too much oil.
If you clean and oil the internal parts of the action, apply just a single drop, while you can wipe down the exterior metal parts of the gun with a lightly oiled cloth.
What not to use? Well, don?t use motor oil; it is far too thick and is likely to gum up the mechanism.
It also contains additives which are unsuitable for gun lubrication.
The threads of choke tubes and the gun?s knuckles are best lubricated with grease, and any gun shop will sell you a tube, which will last for ages.
Don?t use Vaseline ? it?s not bad for rust protection, but it has very poor lubricating properties.