D.R.
I have seasoned a lot of cast iron - and found the best product is a cast iron conditioner (sold at ACE hardware, probably at other stores to). It may just be a kind of lard - do not use vegetable oil as it just gets sticky and gross. The conditioner seasons to a pretty black that is easy to clean.
Another tip - when you put the press in the oven to heat it, it can smoke a lot. I seasoned all of our cast iron in a propane grill outside. Keeps the nasty smoke outdoors. :) I used a medium flame for about an hour.
Hope this helps!