DH and I do almost all of our riding in dry dusty conditions. Pedros extra dry lube is the best for this. Okay, I'll admit it, DH does all the bike maintenance, so virtually all of this info is from him. Rock n Roll was good lube, but required more time and effort to lube the chain properly - you really need to follow the instructions completely.

His methodology: clean the chain thoroughly, wipe all excess water off. Apply lube, link by link, and run the chain through a few times. Let stand, preferably over night. Before riding, wipe all excess lube off of the chain.

The grease on new chains is EVIL. This is the stuff that sticks to your legs if you so much as brush against it, and picks up all sorts of debris when out riding. DH has been known to soak a new chain in simple green before putting it on his bike, to ensure that evil grease doesn't get on all the cogs and chain rings.

Your best lube will definitely be determined by the types of conditions you ride in - wet/muddy or dry/dusty.

Hugs and butterflies,
~T~