I tried a SRAM Powerlink on two different Shimano chains (HG50 and HG71) and couldn't get it to even go on. It was my first attempt using them so it could be user error. (I doubt it though).
I have no problem with Shimano's non-reusable pins. A pack of 3 is only a few bucks and I always keep a few packs of them around, plus a few in each bike bag. I don't remove my chain to clean it so I guess that's why it works for me.