When you get a new chain, it's already greased, so should be ok for the first 100 miles or so unless you use it in the rain. There's loads of patent chain-lubes that have all soerts of gimmicks to explain why they're better than other ones and also help persuade you to give up your hard earned cash.
If you want to save some money, get a litre of Hypoid 90 gear oil for about £3.50, and it'll last longer than your bike. Each time your chain looks a little dry or after you clean it, drizzle a bit more on. It's thick enough that it doesn't immediately drip onto your nice patio, and it'll gradually work its way into the rollers where it's needed and not sit on the outside like the foam sprays. It's also thick enough to stay on the chain and keep working, unlike thinner oils that drip back off or spray off all over your trousers when you start pedalling.