I use a wet lube and wipe the chain down with a rag that has had some Clean Streak sprayed on it before each lube. I also wipe off the extra lube with a dry rag after lubing. My chains stay clean and last a long time.
I don't like to degrease chains, because I believe it washes the lube out of the inside where you need it most, but do it for customers if they want me to.