I lube my chain with motor oil applied with a 1" paint brush. For me, this is the best of all worlds. The brush and oil cleans the chain, the brush applies the oil exactly and sparingly, so there is little to no splatter, and motor oil is waaay cheaper than any of those spray on chain lubes, some of which ain't worth sh*t <cough;chainwax;cough>, imho.
My FJ has about 25k miles using this method, with many k to go, and the chain has only been adjusted 3 times.
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