SRAM or KMC chains with their respective quick links. I prefer KMC on 10spd as the links are re-useable. SRAM has been my choice for 9spd, and I won't fix what ain't broke.

When I got my 10spd bike, I got a 6 pack of KMC quick links. I keep TWO in the bike bag, in the blister pack. Cheap insurance...and much easier than shimano's replacement pins!