Here's a maybe obvious suggestion -- don't over-lube your chain.

Lube is meant to go on the pins, not the outside of the chain (or anywhere else for that matter). When you apply wet lube, you should thoroughly rub it off immediately. When you apply dry/wax lube, you should rub it off after it sits on the chain for 4-6 hours.

Lube acts as a magnet for dirt, dust, bugs, plant-life -- anything you'd find on the side of the road. When these stick to your chain, they mash together and form a solid compound (look at your pulley wheels sometime). This sludge causes wear & tear on your components.

So, keep your chain dry. I lube my chain everytime I ride, but because I only lube the pins and wipe it after each application, you can touch the chain all you want and never get dirty.