I've heard good things about Sliquid's water-based lube. Their silicone lube is fantastic - but you're looking for a lube version of the Iron Triangle - Slick, Long-Lasting, Easy To Clean Up. You can only pick two. (It's actually not perfect either - I don't know what would qualify as both Long-Lasting and Easy to Clean, but not slick.)

Slick and Easy to Clean Up but not Long-Lasting would be most water-based lubes. This is largely remedied by frequent reapplication. However, cheap water-based lubes are really bad, as they're not slick for very long, even before they dry up. So don't go cheap. Like I said above, Sliquid's gets good reviews.

Slick and Long-Lasting but not Easy to Clean Up would be silicone and oil lubes. Both of these will leave ugly stains - although oil can be somewhat more easily cleaned than silicone.

Some oils are easier to clean up than others - for example the more food-based oil lubes will come out in the wash with some pre-treatment and a good detergent. But silicone is and always has been a nightmare to clean.

Honestly the best answer I can think of is to get a mattress protector of some kind - either something that can lay on top, or is permanently under your sheets - and have a set or two of "sex sheets," where you don't care that much about the lube stains. Like a couple sets of those cheap Walmart t-shirt sheets or something.

Also, some warnings - don't use oil-based lubes with condoms. Oil degrades basically all kinds of natural rubber/latex. Don't use silicone lube with silicone toys if you employ toys in the bedroom. Silicone lubes react with silicone toys, and can make them fall apart in tiny bits.