I've been using Prolink the past five seasons. It works extremely well, and stays "clean" longer than pretty much anything else I've used. I also had good results with Pedro's dry lube. A lot of people rave about Phil Wood's Tenacious oil. It's a very thick, greenish lube, and it has great "staying power" in wet conditions. But, it sure did "get dirty" quickly.

For the unpleasant job of chain cleaning, I use Sheldon Brown's "Coke Bottle Technique". The difference is that I like a gatorade bottle, with its wide mouth screw-top. Remove the yucky chain, and drop it into the bottle with some un-diluted Pedro's Orange Peelz. Put the top on the bottle and shake it like a Maraca. Remove the chain with a spoke, or piece of coat hanger that has been shaped into a hook. (see now why I like the wide mouth screw-top bottle?) and give it a good rinse in clean, cold water. Nice, clean chain. If you have multiple chains, you can do them all at once. Pedro's orange Peelz is not exactly in-expensive, so get the most out of what you use.

A friend who ride mountain bikes exclusively uses wax-based lubes, and has had excellent results with them.