Oh, huh, I think the Missing Link is great. If you've got the pliers, it works like a charm, although needing a specialized tool is annoying.

I don't love the traditional clip. In my experience, it's far more slippery and frustrating than the Missing Link during both installation and removal (although still far better than breaking the chain, of course). I kind of feel like I'm doing something wrong, but not sure what it would be.