I once used sunflower oil on a trip to Scotland. Blagged from a B&B as I had forgotten my top up bottle. A bit runny but did the job of lubing the chain during my very wet ride home to Herefordshire. Ecofriendly too!
Normally, I used chainsaw oil. Seems to be about 4 quid a litre in a high st. lawnmower shop but should be much cheaper if you go to an agricultural merchant or Costco. I haven't bought any for a while but you should get a gallon for under a tenner.
Alternatively, just get a gallon of Tesco Value motor oil for about 4 quid. It will lube very well but might make a mess on the rear wheel if you don't keep an eye on the flow rate