Put simply, lubricate when needed as @42-17 said. I ride until I hear the chain squeal, which I sometimes don't notice as it slowly gets louder over time.
When commuting in nice dry California weather, I can go months and hundreds of miles without needing any lube. On the other hand I've lubed one day and had the chain start squealing a few days later if I was in a dusty or wet environment (or I didn't lube it up right).
I use my bike for commuting, so I don't do any unnecessary maintenance that takes a lot of time for little reward. In this context that means no need to lube too often or do a complicated chain wash. If you're a racer maybe you'll have different needs.