The roller links are what you want lubricated and protected, and wax stays in those places much better than liquid lubes. While some chunks will flake off there is a thin layer left behind, I ride near the ocean pretty frequently and had worse rust problems when I was using lube. Ofc whatever works for you is the best practice but wax has been very easy for me. I track my rides, after about 150 miles I re-wax the chain. I've never found that I have to check it more often, but I also ride steel frames so I don't ride in the rain anyways.