I have never had real problems with the KMC missing link (9 or 10 speed), or the Sram links.
On the other hand, sometimes they just slide into place easily, sometimes I have to do the crank-arm force trick.
I took off a chain w/ a KMC link the other day to give it a quick clean (not a thorough clean, just a real good wiping) and re-lube. I had trouble replacing the link and just couldn't get it to snap. I took it apart again, and hand cleaned both sides of the quick link and the plates on the chain. Then it just slipped into place with very little force. The only thing I can think of is that there was some grit impeding it.
Just FWIW, this is a Dura Ace chain (latest version, 7900? not sure) and a KMC missing link which now has about 500 miles on it without any problems. I've used a KMC link on a Sram 1091 chain as well, no problems.