Skip the other brands and the Alox. Alox was never intended to be a lubricant. It was designed as a corrosion prevention coating (a sealant). It just happens to have qualities that make it acceptable (not suitable, just
acceptable) as a bullet protectant. (I won't call it a lubricant, because it isn't.)
Try some White Label Lubes.
http://www.lsstuff.com/lube/
You may find that you can buy White Label sticks/tubes for less than you can mix up your own lube.
(You're looking at $1.65 per stick/tube, rather than the $5-7 charged for the 'name brand' sticks/tubes.)
Last week, I spent a little over $20, and got enough White Label Lube for about 7,500 .44 Mag bullets (you can nearly
triple that for .30 and .32 caliber bullets). At that price, I have absolutely no plans to start mixing my own.