I've never noticed any difference between brands that might not just as well be contributed to changes in running conditions and degree of maintenance.
Mostly I use KMC or Shimano chains depending on price and availability.
My saddle bag carries a multi-tool good which has a chain breaker good enough to be useful. And a couple of quicklinks, And a Shimano connecting pin - which seen to cost and ease of carrying must be one of the most helpful things to bring along.
Chain failures are fairly rare, but they do happen.
Slightly more common IMO are rear derailer failures, and with a chain breaker it's usually possible to shorten the chain to turn the bike into a Single-speed good enough for a limp-home ride.