I try to give my chains a thorough cleaning every few weeks, more often if I ride in the rain or slush, and lube and wipedown in between cleanings. I use the on bike chain cleaner from Park tools.
What I wonder about is if continually taking the chain apart via powerlink, or breaking links, weakens them, and eventually may contribute to failure.
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"...perhaps the world needs a little more Canada" - Jean Chretian, 2003.