Ordinarily, you use oil below about 30F and grease at higher temperatures. Otherwise the action can get sluggish if the grease thickens, or oil run off at higher temps. There are exceptions.
I've seen a lot of recommendations for Mil-Spec TW25B, a white synthetic grease with TFE, rated from 120F down to -40F. I use it on various SIGs and a S&W 1911PD, all having aluminum frames. It is applied in a thin, transparent layer, using a cotton swab or toothpick. It forms a thin, teflon coating, and doesn't wash off with Ballistol, CLP or REM Oil. In fact, it's good to float a little oil on top of grease for maximum lubricity.
It's all I've used on a SIG P239 .40, which was new. There is no visible wear in the grooves or frame after two years. My older guns have shiny spots in the grooves, but no serious wear. I also use it on the BCG of an AR, and the internal parts of most guns, especially the sears.