Something I forgot to mention about lubrication is that there are also continuous lubrication systems available. I think they are patented under the name Scottoiler because I've only heard of them being sold as that.

They basically have a can of oil mounted on the bike and as the bike moves along a small amount goes onto the chain to lubricate it. It's supposed to give the chain a huge amount of extra life (doubling or tripling it, apparently)