I'm running a KMC rust resistant chain right now, after several winters with normal chains.
Definitely worth it.
It allows me to be less fastidious about constant cleaning and lubing in the winter, and with periodic cleaning/lubing has held up very well to the nasty and salty conditions. It cost 3x a normal chain, but I think it is a conservative estimate to say it will last 3x as long, not to mention the time saved on cleaning. With my old chains, if I didn't hose it down and lube immediately after most winter rides, it was often unrideable the next time I tried to go out. With this one, I've hit it up with some TLC a couple of times this winter, and by and large don't worry about it very much.
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Good night...and good luck