When I was bicycle racing we put on new chains probably monthly at least? This was when riding 500 miles a week in all kinds of weather too. If the chain was nearing the end of it's life and a race was coming up, a new one went on. I used to buy bulk chain from a distributor at about 300 feet at a time but I don't know if you can do that now? I used a teflon based lube that was dry after the liquid evaporated and picked up very little dirt. Here is a link that covers all the things I used to look at and for.
Chain Maintenance