I used to use White Lightning and really did not like the results. It made my chain noisy and picked up all sorts of gunk. I've never heard of using one lube on top of another, but if I were choosing between the two you named I'd go with Tri-Flow.

Everyone you talk to will have a different opinion about lube, but Rock'N'Roll Gold is the best one I've tried yet. It cleans as it lubes, it's great in dusty conditions (any dust/grit the chain picks up wipes off easily), it didn't pick up any mud when I did my first mtb ride the other week (my pedals, on the other hand, were full of dirt & mud), and after 9 months or so I'm barely halfway through a 16oz bottle. Great stuff.