I like to use heavier thicker lubes....they are quieter and last longer than thin lubes. Wipe the chain down good and it won't gunk up your chain.

Dumond-tech and Chain-L are some of my favorites, but it doesn't really matter. The Chain-L stuff is really good, but you need to be meticulous when applying it or you will end up giving your bike an oil bath.
The Dumond-Tech stuff is a little harder to **** up, but it doesn't last as long.