I use grease for hinge pins, certain lock parts, spindels, hooks & where the reciever meets the forend iron. I prefer the Pro-Shot Pro-gold, but I also have a tube of the shooters choice "high-tech" red grease. They both do the job extremely well.
I subscribe to the notion that if you can see the grease, you've probably used too much.
I think any type of modern grease is better than what was being used when most of our guns were designed and made, that type of "grease" mostly being a mix of petroleum jelly and highly refined mineral oil. Some traditional gunsmiths-gunmakers still to this day use this mixture!!
I stay away from any type of oil that contains PTFE and silicone based lubes. I think these products are harmful to a fine shotguns wood and do not believe they provide any advantage over extremely good quality mineral oils (NYOIL for example) and highly refined, clear synthetic oils.
On a side note....J.M. Brownings oil/lube of choice was 30wt motor oil. He designed his A-5 to work using that oil and most all of his automatic weapons were lubed with 30wt....at least that is what HE used.
Most old gun companies recommended the use of 3 in 1 oil for their shotguns, some manufactures even packaged a little bottle of the stuff along with the gun. Others recommended Singer Sewing Machine oil, which is nothing but highly refined, extemely high quality mineral oil.

Use grease, or don't. Noboby should really care less what you are using on YOUR guns. Grease does have its place on a gun, just like oil has its place on a gun. Its been that way for a long damn time. Grease picks up no more dirt and crud than oil, the key is to change the grease or oil often..very often. Do that and you'll be just fine.

Dustin