I have a Master Link (I think that's what it is) on my KHS, came with it on there. I've climbed plenty of hills standing on the 22x26 gear and have never had a problem with it, ever. I removed my chain recently so that I could carry my bicycle in the car on a road trip to Destin, FL without having to worry about the chain damaging anything, or anything else in the car damaging the chain. I rolled up the chain and put it in a plastic bag.

The only other time I removed the chain was when I dropped it in a pan of degreaser to let it soak. So while I hardly lever remove the chain, it's nice to know that I can easily do so if needed.