I use the finishline krytech wax lubricant and it works great. Keeps the chain clean and smooth. I've stopped using triflow because I got tired of everything it comes in contact with turning black. Triflow turns my chain black in a day in NYC riding and that sludge sticks to whatever it touches.
Oh yeah, OP, you should degrease it if it's a decent chain, if not,then it's not such a big deal.