I use Bel-Ray Super Clean chain lube. I',ve tried all the other brands that look like soda when apllied and found this to be the most effective. But I don't apply it before I ride. When I get done from the previous ride (when the chain has some heat built up on it) that is when I apply it. That way it seems to get a chance to "set in" with the warmth of the ride I just got done with. But, just to let you know, if you try Bel-ray Super Clean, and you like to go for the "clean look". This might not be the product for you, because this will leave the top of your rollers white, and I mean really white. But it is the best stuff I have ever used, for O-ring chains anyway.
MattLikesBikes, if you want to clean the residue of you bike left by other chain lubes, that's not a problem. Just take a shop towel a spray it down with Simple Green, and wipe away. I will take that stuff right off. Along with anything else you've picked up off the road!