Organic brand with all natural ingredients such as weleda baby massage oil http://usa.weleda.com/our-products/shop/calendula-baby-oil.aspx and virgin coconut based oil such as Biconi Baby Massage Oil http://www.biconi.com/product/baby-massage-oil-virgin-coconut-oil/
There are lots of brands around. I have Baby Gaia and Baby Burt's Bees. http://www.amazon.com/Burts-Bees-Baby-Oil-Bottle/dp/B001E6TXCU
Extra virgin coconut oil is the best and safest in my opinion.
thanks