Back in my sad highschool days in the parents' house, I was afraid to own anything suspicious and tried many "homemade" methods. Here's what doesn't work:
1. Vaseline Intensive Care lotion.
2. Cocoa butter
3. Baby oil (it may be fine for the moment, but your ass feels greasy and disgusting for a really long time afterwards.)
4. Cooking oil (the smell alone kills the mood, and it's an even worse oily feeling than the baby oil.)
5. Water, spit, any combination thereof
6. "Lubricated" condoms. Ouch. It's not enough.

What works:
Actual lube. You don't need to go to a sex shop; you can get KY at any drugstore for like three dollars. It's worth it, believe me, and if you get a small tube and keep it with your tampons, it's not even that suspicious.