Just like I do with tires, I buy ten chains at a time to last me most of the year (all nine-speed). On the touring bike I get anywhere from 1500-2500 miles before it is a goner. The tandems tend to be much more variable in terms of chain life, but that may have to do with how many hills we climb with a given chain and how steep they are.
Does anyone remember the days of the SediSport chains? Those things lasted tens of thousands of miles.