I have a lube gun, can't remember the brand, but REI has a Pedros lube gun/grease combo available for $24 - so the price you saw on the Speedplay site is probably about right.

Do you do your own bike maintenance? If not, why not just have the bike shop lube the pedals when you take it in for a tune-up? That should be part of the normal tune-up anyway...

--- Denise