Just got a new chain for my Madone 4.5. It's my first road bike and this is the first time I've ever replaced a chain.
Holy cow! What a difference. Almost feels like a different bike. Drive train is silent and shifting is really sharp. I found that I had built up bad riding habits to get around certain shifts; all my riding ended up pretty much in the middle ring. Not any more!
The only downside was that I only got 2,000 miles on the original chain.