I've been using Rock & Roll Extreme (blue) lube for the better part of a year now. In addition to lubing your chain it also cleans it and helps to keep it clean. This will be the first winter I've used it, so we'll see how it works over the next few months. So far, it's worked fine from the low 40's up to 100°F.
This stuff can be kinda hard to find. Due to popular demand, my LBS is now carrying it, but if you can't find it around and want to give it a try, here's their website:
Rock"N"Roll Lubrication ... the King of Lubes