One should always reduce the load on the drivetrain at the moment the gear change is desired. This will reduce the amount of shock on the chain, chainrings and cogs. However, I believe chain wear is primarily due to the amount of load on the drivetrain when riding as well as the frequency of lubrication. Are you a spinner or a masher? If one tends to keep the bike in a high gear, pedaling slowly and pushing hard on the pedals one is a masher and will wear the chain faster than if one is a spinner, keeping the bike in a lower gear and pedaling at a higher speed while putting the drivetrain under less load.