I tried White Lightning and wasn't happy as it didn't last much more than 100 miles. It always formed nasty sludge balls on my derailleur pulleys. Plus anything that touched the chain had a nice indelible black mark on it.

I've been experimenting with Purple Extreme lately. This stuff lasts a very long time, about 300 miles. They advertise 400 miles between applications. No nasty buildup or sludge balls. Strains from it wash out with basic soap and water. Good stuff.

You can find it here:

http://www.purpleextreme.com/

By the way, WD-40 is a penetrant, not a lubricant. It's good for cleaning a chain but doesn't really lube it.