Day at the Range tested 46 gun oils for corrosion protection and lubricity.
Hornady One Shot dry lube ended up performing the best, especially in terms of corrosion protection.
I've found it works really well for protecting and lubricating pocket knives and multi tools, as well as rimfire firearms, as it provides a slick rust proof coating that does not attract dust and lint the way regular wet oil does.
Be careful to buy the Hornady One Shot "Gun Cleaner and Dry Lube" and not the similarly named Case Lube, which is totally different.