one time use
shimano 10sp pin: $2/each
sram 10sp masterlink: $10
reusable
kmc 10sp missinglink: $10
wipperman 10sp connex: $10
sram powerlink in 8/9sp are reusable, the 10sp masterlink is
NOT
if the chain is dirty, just hose it down with WD-40 or similar to get rid of the dirt, let the WD-40 evaporate and then lube and wipe. repeat the lube and wipe once or twice.
if it's super dirty, get a
chain scrubber that can be used while the chain is on the bike and you should clean off the cassette and chainrings too.