I've posted on this subject a few times, but here's one more.....
Any chain lube that is "sticky" - oil, chain wax, etc. is going to grab the dirt and grit (and er, dung) and keep it on your chain and sprockets till you clean it off. So if you use this type of chain lube, cleaning your chain and sprockets becomes just as important as re-lubing it. That being said, mileage or a time frame is not the rule. How much dirt and grit and er, dung has built up determines how often you clean and re-lube the chain.
A dry film lube such as MFR from Pro-Gold or the one Amsoil sells will keep your chain seals pliable as well as lube the chain bushings and sprockets without attracting and holding the contaminants.
I lube mine about every 800 - 1000 miles depending on the above, and give it thorough cleaning with kerosene at every oil change - 4000 - 5000 miles.
