Chains breaking on road bikes isn't real common but it isn't unheard of either.

Newer, narrow chains are a little pickier about how they are connected. Shimano chains, for example, have special replacement pins for making the reconnection. I assume that's because reusing the old pins, like we used to do, makes the chain more subject to breaking.

For several years I had been using Sachs chains which have a separate connecter link with good success. The last couple of chains I have bought, however, were Shimano because that's what the LBS had in stock.