To be honest, I've never been a fan of wax based lubes, although I am giving Pedro's Ice Lube a try. I have had best luck with the Finish Line dry lube with teflon. It seems to last longer if I neglect my chain, as well as running smoothly when applied fresh. Things do get dirty though. The wax based lubes are designed to be applied every ride, and I found that the White Lightning built up big dirty chunks of wax that would fall off at inopportune moments. That's what it does, though, to keep your chain clean. Time will tell if Pedro's does that or not, or whether more frequent applications and wipes will help.
I like Phil products, but for heaven's sake, don't use Phil Tenacious Oil on your chain. It gets thrown off in warm conditions in sticky strings all over everything.