the reccomended method that i have always known, is to ride the bike first, get it all nice and warmed up, spray chain with wd40, which should flush out old lube and accumulated crap, then while the chain is still warm, slap some of the sticky stuff on, the warmth of the chain will melt it a little, and help it to get to the spots where its needed.the rest will trap a lot af particles, but these will be removed when you next use the wd40.
there are brands that dont splatter at all, but from personal experience, you also need to be equiped with some cardboard to put behind the chain to protect any bodywork/wheel/tyre that might get some on it while your spraying, as it is nearly impossible to remove!