I just got some marine grade grease from the hardware store for my bike, use it on everything with no issues. I don't think the more expensive 'bike' greases are worth the extra money IMO. If you want to pay for the best then sure, but there's nothing wrong with regular grease too for this application.
Get a good quality, waterproof grease. I have used Pedro's Syn grease, Prep M by Manitou. I am sure other quality greases, not needing to be bicycle co. made can just as effective. If you ever want to remove those pedals, and you did not grease the threads, the task has become 100% more difficult.
A forum community dedicated to Mountain Bike owners and enthusiasts. Come join the discussion about bike parts, components, deals, performance, modifications, classifieds, trails, troubleshooting, maintenance, and more!