This subjet has come up before, many times. If a clean rear wheel is most important then wax is the best way to go. If ease of maintenance, chain and sprocket wear and cost are important then I recommend "loobman". It is a simple way of delivering oil to BOTH sides of the sprocket on the inner side of the chain. The oil has to go thru the chain to get off the spocket. Whatever one puts on the chain will eventually get on the surrounding surfaces.
I believe oil has been proven over time to be the best lubricant, messy, but superior. It also acts as a cleaner, penetrating the nooks and crannies and flushing out dust and dirt. I'm not sold on the penetrating characteristics of wax. Like the engine, chains need to have a process of cleaning or changing the oil. We change the crankcase oil to remove the "blow-by" combustion material not because the lubricating nature of the oil breaks down. Electric motors rarely need the oil changed. If the wax doesn't flow, dirt and dust get locked into the chain and fresh wax can't permeate to the o-rings.
The Loobman appears cheap and weird at first but if looked at objectively it's quite ingenious and works as advertised. I can oil my chain at every fill-up without dismounting in less than 10 seconds and, if I forget, I can do it at the next red light.
I think I paid under 30 bucks w/shipping for mine, an hour or so to install and am well pleased with it's performance.
No electrics or vacuum hoses to deal with.
I suggest a look at the web-site.
http://www.chainoiler.co.uk/