What should I be lubing?

[Blueberry]

Yes, there is definitely more you should be doing. I highly recommend Sheldon Brown's chain cleaning method after every ride:
http://www.sheldonbrown.com/chainclean.html

LOL!

Seriously, unless you have a power link, breaking the chain once a week may lead to premature chain failure. I'd either 1) get a power link or 2) break the chain less often.