I've started using this stuff the guy at my LBS uses for his bike (so he said!). It's a wax-based lube by Finish Line called "KryTech". Seems to do the job pretty well and my chain stays pretty clean. I re-apply it every few rides when I remember. I think the trick with this stuff is to apply it quite some time before your ride so it can set, so sometimes I'll do it at night when I know I'll ride the next day. FYI, it's a spray can.