WD-40 on a rag works well for me. And I like the smell (what's in that stuff?).
Anyway, I've had good luck with Maxim Chain Wax. Spray it on when the chain is warm, and don't ride for 24 hours. Hardley any sling-off if you do it that way.
'76 KZ900 LTD (Blaze)
'96 Voyager XII (Dark Star)
'79 KZ650 Cafe Project (Dirty Kurt)
Greensboro, NC