I use the old masterlink and a few links from the worn chain as a spare.

Obliviously one shouldn't reuse old links, but this is just to get me home in case of chain failure. If that would happen, I obviously would install an all new chain.

If this is the first chain, and you don't have the old links for spare, just take a new chain including masterlink with you. This doesn't work for weight weenies, though.