Both KY and Surgi-Lube will have a tendency to dry out after a time, however a little water will kind-of reactivate them, but will also dilute the slippery effects of them, needing to add more.
Vaseline works very well, however you do have to be cautious about using a petroleum based product on your toys. Vaseline did come out with a white 'creamy' formula in a tube, (enriched with vitamin E), which is also very good, but is still a petroleum based product, and is not cheap.
There's a popular product on the market called 'Boy Butter' which is okay, but my personal preference is ID Lube for starting out smaller. It's water based, and cleans easily. Going larger, I agree that Crisco is good, and is still popular among fisters.
J lube is finding popularity among fisters as it's very slick, however one drawback if that it needs to get mixed before use. Most use a blender for that, however I find that to be too much trouble to go through.
There is a product called J Jelly, basically a pre mixed version of J Lube. Have some J Jelly, however never having tried J Lube, can't make a comparison.
Oh, and I believe this was originally manufactured for the veterinary industry, so instead of paying those much inflated prices through S&M type dealers, go online and you can order direct from a veterinary supply, and by the 'gallon' for less than what you would pay a dealer for a 8 ounce bottle.
A lot of silicone based lubes have hit the market as well. Really, there are just 'too many' choices out there!
If you're near a big city that hosts 'related' conventions, take a stroll through one. You will find people handing out free sample packets, (good for one time use), of their products to try. It's a good way to try a lot of different products.
You can always check with CheapLubes.com, and ask if they have such free sample packs to send out.
But be sure to check and see if any lube you're going to try is water based or petroleum based! You could deterorate certain 'toys' over time using something petroleum based.