well grease for Hubs and headsets. Needs to be thick and waterproof. I used to have some great red stuff but cant remember what it was called. A quick look at CRC has confused me!
http://www.chainreactioncycles.com/SearchResults.aspx?Search=grease&CategoryIDs=91
for the bearings in the hub, you use lithium grease, for the headset, i don't know i'd guess the same?
Silkolene PRO RG2 is great for both. Get it from motorbike shops for about a tenner. Stay away from the thin white litium grease that comes with bearing sets (like Weldtite). It gets forced out very easily and isn't very resistant to water ingress.
castrol LM for me.
RnR superweb - to early to comment (bought it last week)
Try white waterproof marine grease it lasts for years.
I use Finish Line Teflon grease for loads of things - seems to work well