Water-based lubricants: e.g. ID and Aquaglide - are more suited for vaginal sex. With anal use, they dry out slightly and become sticky. They are suitable for use with all dildos & plugs.
Oil-based lubricants: e.g. Anal Lube, Boybutter - are ideal for anal sex as they lubricate for longer and don't become sticky. But be careful: fat and oil attack rubber and make it porous. Therefore not to be used with condoms or rubber dildos (e.g. Creative). Brilliantly suited to X-Man toys.
Silicone-based lubricants: e.g. X-Man Silicone - are not as flowing as water-based lubricants but they last longer and do not attack rubber.