I use the W&N Artisan water-mixable oils. I was introduced to them quite a few years ago, and the first set I had were thick and sticky, as many people have noted, but at the time there were no other brands in the shop, so... However the newer tubes I bought a few months ago are much better, smoother and easier to work with.
Last I checked they were still the only brand I could find in Hobbycraft and the various UK-based online shops I visit. But I'll have to check again next time I'm buying supplies and see if any other brands are available. Often UK stores don't have such a wide range of brands and products as US ones for some reason.
I thin the oils with cold-pressed linseed oil- not the W&N brand though, those bottles are impossible to open! I bought a large bottle online (the brand is C Roberson & Co), and poured a little into a smaller plastic bottle which is much easier to carry around.