I used to use a lube that isn't made any more. I don't recall the name off hand. It smelled good, was a bit messy and very smokey. I think it was a high percentage bees wax. It left my gun nasty filthy after a long session. The good part was my gun pretty much just wiped clean with a rag. Nothing really got stuck on to the point of requiring scrubbing. That was using straight wheel weights. Probably not good in doors but I was quite happy with it outdoors which was where I shot 99% of the time. I'm not as thrilled with the hard wax lube most of the commercial bullet makers use although they make for less messy loading. My guns look cleaner after a session but it doesn't clean up as easily.

If the new bullet coatings work well they're probably the way to go now days.