It's more about the lube than the cleaning method. I used to use Tri-Flow. It was super easy to clean off (Simple Green), but was quick to get ugly looking after a few miles. I tried Dumonde Tech, which was supposed to be cleaner but didn't seem much different than Tri-Flow to me except it was about twice the price. I tried Finish Line Dry. Again, didn't seem all that dry to me and isn't as easy to clean.
I'm on Orange Seal chain lube right now. I like everything about it except for the price. It doesn't turn super black and doesn't attract a lot of junk. The down side is that you have to apply often, so your expensive chain lube runs out pretty fast. Not sure how it works in the wet, but we don't get much of that around here, so it doesn't matter to me. I'm using it on my upcoming tour because it's pretty much perfect for touring when you don't have the time/space to do thorough cleaning.