Lubrication is a very application specific topic and Thomson linear bearings are compatible with a wide variety of lubricants on the market.  Lubrication specialists can give recommendations for demanding applications but in general Thomson can advise:
Light loads and high speeds do well with a machine oil or low viscosity grease.
Medium loads and speeds do well with NLGI 1 or 2 grease
High loads may require a grease with an EP2 additive. The EP is Extreme Pressure and uses special additives to prevent the grease from breaking down under high pressures. This type of grease will give the steel shafts a dull appearance.
Careful monitoring of the application is required to develop a good preventative maintenance schedule. The shafts should be kept with a slight film of grease/oil at all times. It should feel slick to the touch, but not dripping.
Linear slide tables should be lubricated per the manual, using a different grease that what was supplied at the factory can cause the grease to degrade.  Thomson offers LinearLube grease which is suitable for most industrial applications. DO NOT use any type of dry lubricant (PTFE powder, graphite powder, etc.) with any recirculating ball or roller type of bearing. While these lubricants are good for sliding motion, they do very little to aid rolling friction.