The classic - KY Jelly:
The old standby: Hand lotion:
Tip: Water based is easiest to clean up.
Water based
KY and Astroglide are available at drugstores. KY is used for many other things besides sex.
Hand lotion works, too
So does hair conditioner
Oil Based
These are going to be hard to get out of the sheets, but in a pinch, butter or cooking oil will work