Yup, excepting your braking contact surfaces, just keep all moving parts, and any parts that you'd sometimes like to move, like screws, greased up with something... WD40, household oil, whatever you've got (I'm guessing, since you were thinking about spray painting moving parts (REALLY?), specialty bike lubes may not be your thing, forgive me if I'm wrong). Also, keeping your bike cold, hopefully sub-freezing, will go a long way to slowing down the rust, and also will help prevent ice forming (warm bike melts water, which re-freezes in inconvenient places as the bike cools).
If you're really keen on keeping your drivetrain clean, look for a powerlink (it will be a bit different looking from the rest of your links). They're easy to pop open, even easier to close again, and you can then dunk your chain in a bottle of solvent (varsol?) and shake it clean. Scrub your gears while the chain soaks. I keep a can with holes in the bottom of it within my solvent bottle to use as a strainer when the chain is done soaking. It's much easier to do a good cleaning job this way than with a special chain cleaning brush. Also, you can do most of this job, including re-lubing the chain, in the comfort of indoors, while the dirty bike stays outside.