I use Pro-link Gold. Their instructions are to just wipe down and re-lube, but that's nuts. Wiping cleans the outside, that's not the wear I'm worried about. Lubed sand and grit ain't good for anything.
I try to clean (and re-lube) my chain after a wet ride, or just starts looking too gunky. Either way, at least once a month.
I use an on-the-bike chain cleaner from Performance, use Simple Green as the cleaner.
I use the measure-twelve-links method to determine chain wear. Try to replace when it's "stretched" 1/16".