Nah man ... a well maintained and lubed chain will stay rust free. Winters by me is what got me into fixed gear riding because I was tired of cleaning out my derailleurs with all the road grime. Some winters I find its nearly impossible to keep my bike from having a white film from road salt. However, I've never had a problem with my Sram PC-1 chain rusting when I've kept it well lubed and some basic cleaning hear and there.

The only stainless chain I know of is the whipperman, and I've only heard bad things due to high failure rates. They stamp their name on the plates causing stress risers and the plates begin to crack. I would just get a decent chain and keep it well lubed personally.