I try to clean my chain two ways, one way every few rides, and the other one a month or so.
The first way is the finish line chain cleaner with degreaser, with chain still on bike. Run it once, empty, and repeat.
The other, I do the above, but then take the chain off, and place in a Welsh's Cranberry Juice bottle (I like the shape and it feels stronger than a soda bottle) with some paint thinner and go to town. Drain, rinse chain under some water, and repeat. Then shake with some (hot) water and drain, and then repeat. Turn oven to 200* and place chain in there for a few minutes to get it dry. Take out, hang up, and lube it up.