I use WD40 and a grunge brush to clean the chains and then wipe off with a dry cloth. Then I follow it up with Dupont teflon multi purpose lube. I just let the lube dry off, I dont ever wipe it off.
p.s. The reason I use wd40 and dupont teflon are because they are dirt cheap. I'm too much of a cheap skate to spend on fancy cleaning products and lubes. So far - it's worked well, so no worries eh?