The Shimano joining pins work well but require proper, but not difficult, technique to install properly. I've never had one fail in many years and dozens of chains of using them. However, they are a pain for those who like to remove their chain for cleaning and the KMC link makes this easy. They will also bail out the guy whose motto is; "I've cut it twice and it's still too short".

Finally, carrying an extra link on the bike makes a road side chain repair a lot easier in the event of a mishap.

Summary: Once you get above the Wal-Mart level, chains by any of the major makers, Shimano, KMC, SRAM or Wipperman will serve you well.