The best life you ever got was when you lubed it occupationally with WD40. Sounds like an answer to me, lots of folks use it with success. Two things will kill a chain in short order. Make sure it isn't too tight and change the sprockets at the same time or the new chain will wear super fast. Too loose doesn't matter unless you get to the point where it will derail. Remember you are not really lubing the chain. It is sealed. Keep it clean and rust free and you are golden.
Originally Posted by Jamie Z
The longest I ever got out of a chain was about 18- or 19,000 miles. It was on a trip through Mexico and Central America where I did a lot of off-road riding, didn't clean it, and used WD40 on the occasions when I remembered to lube it. Basically, that chain got the worst treatment of all my chains, and it lasted easily the longest.