O-ring sealed chains don't actually need lubrication to keep them functioning well. However, chain lube does help to retard surface rust, keeps the O-rings pliable and helps to lube the drive sprockets, which will greatly extend their life. I used to use Chain Wax, but now I prefer a more oily lube as the Chain Wax seems to build up on the chain quite a bit and it looks like it might not do as good a job lubricating as an oil-based product. There are a lot of chain lubes on the market and in my experience they all seem to work well, but some fling oil a lot more than others do. Just buy one that says it is "safe for all O-ring chains". My latest chain lube love is Lucas Chain Lube.
I might add that all chain manufacturers and most motorcycle manufacturers recommend 80 wt gear oil for chain lubrication. It is a really cheap alternative, but flings off quite a bit and is too messy for me to appreciate its lubrication properties.