I use Universal for everything. The special stock 'oils' are in fact varnishes, like Tru Oil - good for what they are intended, but not what you'd want on a barrel or action! No idea about Gunex - never felt the need. I don't use sprays of any sort as they make too much mess, and there's too much chance of oil or whatever going where you don't want it. I sometimes use a cloth, but usually just my fingers, or a small syringe for precision lubing.
Alan