No need to lube every ride (unless it's raining or otherwise crappy conditions). It is a good idea, however, to wipe the chain off with a dry rag after every ride. This removes residual dirt and drastically improves the life of your chain.
Degrease and re-lube once weekly (w/ citrus degreaser or simple green on a rag, running the chain through the rag).
I do the full chain-break and soak in acetone twice yearly - once at beginning and end of season (I ride during the winter on a trainer, but the lube also keeps the chain healthy even if you don't use the bike).
The truth is, the only lube the chain really needs is deep within the links, and rarely gets worked out or removed. The chain also needs much less lube than most riders think - basically just a thin sheen between moving metal parts