Recently switched to DuPont Chain Saver. It is very similar to the special lube you get when you buy a brand new SRAM chain. It sprays on wet but dries up to a pale yellow color later on. It lubes the chain well and doesn't seems to attract dirt.

http://www.amazon.com/gp/product/B003OBP63S/

You can find it at the motocycle or auto section at Wal-Mart for cheaper than it is at Amazon.