I've always used the Wipperman link. There are two models, one for the 6.2mm chains, and one for 5.9mm chains. If you are using a newer Campagnolo chain (UN model), you need the narrow link, which is probably marked Shimano - newer Campagnolo and Shimano chains share the same width.
Last time I needed a new chain, I just went and bought a Wipperman. I'm pretty happy with it, although I'll probably go back to Campagnolo chains next time. No need to buy anything else unless you get a really good deal on a KMC chain.
Also, I've heard that Superlinks are pretty good. IIRC, IRD also has a model that will work.