The synthetics, as mentioned above, work well. If it didn't, then how come Pedro's makes this.

Road Rage
Great new lighter weight synthetic lube won't let you down half way through a ride. Road Rage contains an EP (Extreme Pressure) additive to greatly reduce friction. Remains tenacious under heavy loads. Contains deep penetrants to reach all points of a chain. Lightweight and long lasting formula is very corrosion resistant for high performance even in severe conditions.

For best results apply to a clean chain, apply one drop to each link, work through gears. Then take a rag, wipe off excess and ride, ride, ride!

If you want to keep your hands, and clothes clean, just buy a box of thin rubber gloves at your local x-mart, or Sam's club. They come with something like 200 gloves in a box. I carry a few with me when out riding, in case a fix is needed. When the repair is done, try to roll them off inside out, and take them home for disposal.