I've never been a fan of the mess of oil, and consequently don't regularly use any stones that require it. Some of my coarser stones and diamonds I use dry. Ceramic water stones get water. Simple Green for most everything else when I can. I like to use enough water/soap to actually wash and flush the swarf off the surface, even holding it under a stream of running water in the sink. If it's just moist with water or oil, it's actually worse since it just makes the gunk load up.
My Norton stone came "pre oiled" as well, but it ain't oil. The consistency is somewhere between axle grease and bee's wax. Everything sticks to it, and I hate it. Anyone know a good solvent that could wash it out? Soak it in paint thinner or something?