I bought the bike used, so I am not sure what chain lube was used in the past. I used Tri-flow Superior Lubricant once but may wish to experiment with other lubes in the future (Finish Line Teflon, White Lightning Epic Ride, Finish Line 1-Step). Are the different lubes compatible with each other? Should I use Finish Line 1-Step in between? I do not wish to degrease the chain each time, or for that matter ever, unless I absolutely have to. BTW it is a road bike, and it is now seeing about 70 miles a week.
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You may run into issues if you apply radically different lubricants on top of each other. You won't do any damage to the chain, but you might effectively use one lubricant to repel another.
I would cycle through the various lubes that you have mentioned you would like to experiment with during your normal maintenance window. Every 1-2 months give the chain a good cleaning with a solid degreaser and then apply a fresh coat of the new lube that you would like to try. You can then have discrete time periods where you know exactly what has been applied to your chain and a reasonable amount of time to measure the efficacy of the lube in question.
For degreasers you don't need to go crazy with spending a ton of money or time. Simple green works wonderfully on a budget and there are bike specific ones (i.e. Park Tool Chainbrite) if you want to spend more.