This is one of the Holy Grails of bikes. A chain lube that lubricates, stays a while, protects from rust, doesn't get dirty and is both easy to clean and apply. (BTW flat proof but air filled tires and a universally comfy saddle are the other two).
I use a wet lube (FL Ceramic "Wet" Lube currently) and clean periodicly. I curious to what others suggest.
Andrew R Stewart
Rochester, NY