I put a new 10 sp DuraAce chain on my Madone last week and knew I didn't to a great job with inserting the chain pin. My experience is that I only average doing those right about 50% of the time. It's the one thing that should be simple but apparently I never, ever hold my tongue right when doing it.
My problems with the drive train in a metric this past weekend was chonicled in an earlier post. After continuing to investigate the issue I found the connecting pin I installed would slightly ease out of the link-but the links would still stay together but I'd get a "slipping" feel and noise.
I went back to the LBS today to pick up a couple more pins as I was going to use some extra 10sp links to replace the last link I'd botched and install new pins. My LBS showed me the "KMC Missing Link" and spoke very highly of it. They support some top level racing teams and have used it quite a bit since it came out and haven't had any issues with it. Even with their experience they've had similar experiences with the chain pins and use the missing link on new installs. The Missing Link can be used on any 10sp chain as well.
Since I've used the SRAM version (which is much more difficult to remove) on my 9 sp chain I was immediately sold and bought one. They're not the cheapest thing but it sure beats throwing away a $45 chain.
He also recommended buying a couple extra and sticking them the bike bag in case you have chain issues during a ride and need a quick fix. Probably a really good thing to have on multi day rides and tours.
Those folks really made my day, but refused when I offered to hug their necks!!!!