I see there are a lot of different lubricants on the market and need to know which of them is the best. Some of them contain lithium and other PTFE etc. And what about the dry PTFE lubricant. Is that a good choice?
Re: Which kind of lubricant do you use on your mill?
There's really only one answer: it depends. As much as I hate giving, and receiving, that answer, it's really the only one for this type of question. There's no universally best oil or grease, but some may be better suited to your application.
As far as oils go, I know there are companies out there that are trying to demystify the problem and offer some education, one example is https://oilviscositychart.com/learn/choose.php but there are several out there.
Greases are another ballgame, the solid additives (lithium, PTFE, etc.) can be helpful if you have a more exotic setup, but may not be required for a day-to-day mill
For our shop, we use Mobil Vactra #2 oil as a heavier way oil, and Mobil DTE 24 as a spindle oil and general hydraulic oil.