I used to use Purple Extreme and other good lubes.
But then I tried some "dry" lube- silicon based (the silicon is suspended in a liquid that evavorates after applying). I noticed right away that a) my chain was quieter and felt smoother and b) my chain and gears stayed cleaner longer- they didn't have the oil anymore that made black road grime stick to them.
I love the dry lube- lasts just as long and my drive chain stays cleaner and is easier to clean up when I wash my bike.