What I do for chain lubing is...
- Get bike on paddock stand to save pushing the bike forward to get to different parts of the chain
- Hold a rag to bottom section of chain and spray the chain section with lube
- Use the rag to wipe the lube into the chain and get the lube into all the nooks and crannies
- Go to next section of chain until done!
Doing it this way tends to clean the chain as well as lube (well a lot of muck comes off anyway) but I still use paraffin on the chain every so often. It also helps minimize fling too.
HTH