There is another option that has not been mentioned I think, the EK Screw-Type Master Link <http://www.moto-chains.com/site/898528/product/mstr%20-%20screw>. I've used this several times and no chains have fallen off yet. I did have a failure during installation once, but I cannot now remember the details. I also had to take one off for some forgotten reason and it put up an impressive fight. I'd be curious to know Andy Chain's opinion of these. I expect he'll see it as unnecessary complexity for a simple job. I'm inclined to see it that way now too. Personally, I like the idea of safety-wiring a traditional clip and I'll definitely try that the next time a chain needs attention.
Eric