i make a point of replacing my chain every 1800-2000 miles.
i'll generally buy a few DA chains at a time when performance or whoever is having a sale and i have a 20% coupon. you can pick them up as low as $13 sometimes.
i also recently bought one of the spinning drivetrain degreaser/scrubber kits and it made a huge difference over my old method of just wiping the chain and cogs down with degreaser and a rag. highly recommended $20 investment.