I've used Finishline Krytech (silver bottle and cap) for the last few years now and can't fault it. (Tri-flow wax also good)
I've gotten over 25K on ONE chain /cluster / chainrings on the road bike, both ultegra/DA items. (due for replacement now)
My MTB chain and clusters (SRAM PC99? and XT respectively) only seem to last about 3-4K, but they get thrashed.
I've heard many people complain about chain skipping etc, but I can honestly say that I don't experience that very often, only when i'm in a 'wrong' gear (mid chain ring and small sprocket) AND it's muddy etc.
I think a lot of chain skipping probs are based around the gears you are pushing and definitely how 'worn' your chain is. The small sprockets wear faster than the bigger ones and if a whole heapa force is applied to them (like if you are pushing hard on a 32t chainring) the sprocket ramps/teeth will gall.
I've read a shimano tech's advice about using gearing effectively and it's best not to use the smallest sprockets when you are in the middle ring and pushing hard. Combination of not-so-good chainline and force can cause a chain to skip. (only about 6 teeth are carrying the force on a 12t sprocket )
I do admit tho that i'm anal about keeping the chain/cassette clean and lubed.
Full clean every few hundred kays and two drops of lube on the 'inside' of the chain on every link. AND i'll do a quick lube before every ride as well!
-keep chain clean and lubed
-measure for chain wear (12inch for 12 links criteria: see Parktools website)
-ride in correct gear.
-check rear derailleur adjustment AND that the derailleur cable/housing is lubed. A sticky rear cable won't let the rear mech move to where it should and will cause skip.
-Google 'sheldon brown' and 'park tools' to get great info on this!