I use Putoline chain wax
http://www.putoline.com/en/products...roducts/chain-maintenance-products/chain-wax/
This is an old-fashioned technique of using holt-melt wax (this one with graphite additive). Whilst it is described as a wax, it's clearly not simple paraffin wax (the base of many home-brewed hot wax treatments) as it is very sticky. On my road bike it seems to last and last, and doesn't seem to wash off. At 600 miles it's still working fine, although by then I take the chain off to clean it. Examination of the PowerLink shows there is still plenty of lubricant on the pins at that mileage.
My regime is to have two chains on the go and to swap them over after about 5-600 miles (I suspect I could go a lot longer). The one I take off I give a good clean and degrease, allow to dry thoroughly and then give it the hot wax treatment making sure it's all properly melted with the chain immersed for a good 10 mins (and the odd stir). Then I fish the chain out, allow excess to drip off and then wipe off excess using kitchen towel (excess on the outside will just attract dirt and does nothing for lubrication). After that, it goes into storage for the next swap. Of course you could use the one chain, but I prefer to allow a good 24 hours for drying, so find it convenient to swap chains. I don't need to use any lubricant between swap, but I did used to carry a small bottle of lube just in case it started squeaking (I've now given that up).
Of course this only makes sense using PowerLinks or equivalent. Breaking a chain (or using one-off links) isn't such a great idea. Off-road users might find they would have to clean the chain a lot more frequently, so it might be less suitable (use of an on-bike degreaser would clearly not be compatible with this regime).
Done this way, the drive chain, cassette and chainrings remain very clean, comparable to wax-based lubricants. However, I found the latter unsatisfactory as it was necessary to relube very frequently, especially in the rain. I've not yet detected any chain wear after about 3k miles, but I'll see.
Whilst the initial purchase is quite expensive (about £25), that's for 1Kg which is enough to last several lifetimes.