I've gone to Molten Speed Wax on my chains (I run Wippermann stainless chains). MSW looks expensive, but if you start by cleaning your chain bright every time (I use the ultrasonic at work), a half pound can be re-used 8 times (i.e. lubes 8 chains). It also lasts 500 mi, even in the rain.
The cooled half-pound of wax lives in this 4" sauce pan