I don't worry about the gunk on the outside of my chain. If I'm getting it all over me when I lean against the chain, then I'll take a shop rag soaked in very light lube of any sort or WD40 and wipe it off. Use a soft brush if needed, metal or nylon bristles are fine.
If you want to wax you chain, that's fine. But is it really worth putting all that time a work into making a fairly inexpensive part last a questionable amount of time more?
If you doing these little acts of preventative maintenance make you feel good, then that's okay. I'd rather be riding though.