There are literally dozens if not hundreds of threads here on this subject if you search. Everyone has a favorite lube. I've used them all, and I'm no lube junkie. I've learned that none of them keep you from wearing stuff out if you ride a lot, which i do.
I will say that a thicker lube is much better in the winter. Look for a lube that has the term "wet" in the title and it will be good. These wet lubes are much better in snow and slush because most other lubes simply vanish once the slush hits the chain.
Other than that, I think you will get tons of different replies. JUst expirement and pick the one you like best. I usually use prolink because it isn't messy, but i'll use something else if that's all i can find. Also, even though i am a daily rider, i don't lube much anymore.
It's pretty easy to tell by the shifting and the sound if your chain is too dry. Usually i lube my dirty mtb chain a couple times per week maybe. My road bike gets lubed very seldom.