Well, good choice with the Mill, I have just agreed to purchase that exact same model, the big attraction for me was the size of the table.
Anyhow, I use Vactra 2 on the slideways, 30 weight motor oil on the gears and as for cutting oil I bought ten litres of rotabroach cutting oil at an unbelievable price so I use that. If you want to use grease Moly grease is good but it IS dirty and I prefer to use Lithium grease. There was an online Bike shop selling this at a terrific price but I cannot remember where this was.
graham.