Chains stay relatively clean with ProGold ProLink. It might not last for a long ride in the rain, though.
Controversial:
With your next chain, you could try NEVER thoroughly cleaning it or saturating with more lube. The original factory grease inside should prevent squeaks for the first couple of thousand miles.
+1 for the ProGold - tried loads of lubes, this is the one I've stuck with. The chain stays relatively clean and you can wipe the outside down after a ride quite easily.
I use KMC chains and they say about the factory grease "During manufacturing one of the processes involves lubrication, we inject special grease into the chain. Right now a part of that grease stays on the chain's outside, which is needed to conserve and protect the chain during storage.
KMC recommends you to take away the excess grease from the chain's outside by spraying some (eco) cleaner along the chain and immediately wiping it. By removing the grease outside you will prevent it from atracting too much dirt. Make sure the grease inside the chain is not affected!
Beware of keeping it a little oiled after every ride in order to prevent rust."
They also say never to use any solvent or bath arrangement for cleaning. The ProGold flushes out the crap very well and after a wipe the chain is very clean. That said, its rare that I go out in the rain so I can't vouch for it as a heavy commuting lube (although I don't see why not - its quick enough to apply, even daily).
