Chain Lube

I carefully "pecked" out a whole response on my cell-phone. Guess I poked delete instead of send because it's not here.
Basically what I said was that my chain was previously lubed with a wax based lube. When I'd touch the chain it just felt waxy. When I had the mechanic adjust my chain he lubed it with something that looked like a heavy weight oil like chainsaw bar oil. I touched my chain today and rubbed the grease between my fingers and it felt like valve grinding compound. I can't help but think the sprockets and chain would wear much more quickly with this Oklahoma Red sand mixed in with a heavy oil. My first thought is to stick with something that doesn't pick up this Red dirt I have to brush off my boots after every ride. (or they'd turn Red) I believe the chain needs some kind of lube between it and the sprockets or they'll wear out, but it needs to be a lube that doesn't pick up road dirt and dust. The more I write and the more I think about it, the more I believe I'll go with some kind of wax or Teflon spray. If I clean and lube it every 500 miles it ought to give me a lot of service and not sling [email protected] all over my bike and rear wheel like this stuff the mechanic put on my chain does.