The silicone lubes traditionally used were all purpose food safe lubes basically borrowed from other applications, that worked OK but weren't particularly great lubes. The O2 safe ones are considerably more sophisticated - Scubapro says you can actually see the difference when you bench test a reg. Haven't checked recently, but I know Scubapro shops were carrying SP branded Christolube last time I checked so that's probably a good place to start if you want to buy locally, along with any LDSs dealing with techies.
The question of whether to use Christolube or just any O2 compatible lube is harder to answer - they are similar, but just about every reg manufacturer that specifies a O2 lube specifies Christolube so one assumes there must be a reason; since the O2 lubes are comparably priced I tend to go with Christolube.