Leave the wheel on. Spin it and spray WD-40 onto the wheel. Then whipe it clean with a rag. Try not to spray the brake rotor.
Then just give it a good wash.
PJ-1 and others can make a mess if you don't follow these few steps:
~always apply to a clean chain that is warm!
~always allow the bike to sit and cool off completely so the chain lube/wax can "set up"
~Never apply too much. I've seen people cake so much lube onto their chain
It does not take 1/4 of the can to lube it right.
~Make sure you get most of the lube on the inner part of the chain. Centrifical force will carry it out. Don't just sit behind the bike and spray lube on the outside of the chain as it goes round the sprocket. Yes, a little bit is good but it really doesn't need much there.
Clean the chain and wheel with WD-40, wash the bike, dry it off, go ride about 4-5 miles to dry it completely and warm the chain, put it up on the centerstand and lube the chain, park it overnight.