I'm with RNBRAD on the WD-40, but I don't use any type of lube on the chain. Joe and Dave at Fullerton Sand Sports have been riding the dunes for years, and they don't use any type of lube. I have found that the orings get more damaged if you put all that crap on, ride around in the sand, and don't clean it enough. I don't know about you guys, buy I don't spend an hour with a pressure washer on my chain.
This is how I do it...
Wash the crap out of my ride...
Dry off...
Spray a very little amount of WD on all rustable parts...
Put away until the next ride...
Just my .02