I lube every 100 - 200 miles or so - or when I hear any noise from the chain. Pro link is good, not too messy. Be sure to apply to the inner part of the chain - by that I mean the part that contacts with the gears. And be sure to wipe off any excess. There is a good video on how to do this at the Terry Website.

http://www.terrybicycles.com/videos

Scroll down to the one called Cleaning and Lubrication your Bike Chain

I clean the chain with one of those chain cleaning gadgets a couple times a year, filled with chain cleaner. Warning - do this outside - spinning the chain through the cleaning gadget invariably sends droplets onto the floor, or walls, not to mention your shirt. In reality I do this when I notice that the chain is looking pretty bad, shifting poorly, making noise or otherwise calling attention to itself. This may not sound like much, but my riding is split among 3 bikes, and when I do one, I do them all.