I like White Lightning. Been using it for years exclusively without any problem. It works, while being relatively clean. Some engineering types might argue that wax isn't the best lubricant for chains or anything else, but it's good enough for its intended purpose as far as I'm concerned. In the old days, I used to take the chain off the bike, clean it in a solvent, and then dip it in a can of melted wax. With WL, I don't have to do that.
Now, I do know it doesn't apply well in colder weather, but I always lube my bike indoors anyway. I also don't mind reapplying it after riding in rain, since there's really nothing to it and it's not messy.