Eggplant Jeff

I think this is what I use, if not the "extreme" then one of their other lubes: http://www.rocklube.com/products_detail_extreme.html

It's some sort of waxy stuff (don't try to apply it in subfreezing temps if you can avoid it, it doesn't flow well when you're trying to get it on everything) but it sticks and my chain didn't rust last winter. And you don't have to reapply it every week.