I've found that heavy lubes, like Finish Line Cross Country, or Pedro's Syn Lube, will stick on the chain much better than dry lubes. I ride and park my commuter out in the rain and snow all the time, and the heavy lube stays put for weeks--no rust, although the chain starts to get a little dry after that much time (I should probably re-apply more often). On my "nice" bike, I use a dry lube (Finish Line Dry), and after just one rain ride, the chain sometimes has rust spots. The drawback to the heavier lube, of course, is that it attracts a lot more dirt.