I use home brew which is a 1:3 mix of oil and mineral spirits which is applied sparingly and then I wipe the chain down with a clean rag until the chain is dry to the touch... it cleans and lubricates extremely well.
My winter bike sees some of the most extreme duty and this chain has 7000 km on it and has no measurable wear... it does benefit greatly from having full fenders which keep the wheels from throwing snow, sand, and crud into the drive train which greatly extends the life of any chain and drive system.
I use the same lube on all my bikes and if I ride on sunny days the interval between lubrication and cleaning can be a very long time.
The biggest failure I see when people lube their chains is that they use too much lube and do not wipe them down properly... the exterior of the chain should be clean and almost dry to the touch when you are finished.