In the post about this past Saturday's ride, I mentioned that Ron had a chain drop that we could only fix because of the Wippermann removable link. That needs some more explanation.
For reasons we don't have to go into here, I buy cheap chains and replace them frequently. To make installation easier, I use removable links (the SRAM/KMC/Wippermann system) rather than the replace-the-pin type (the Shimano system). Even though I've used chains by Shimano, KMC, and SRAM, the removable link I use is always the Wippermann Connex.
Go ahead and look at the linked page (no, that wasn't just a pun; I couldn't think of another way to say it). Yes, it really is about $15 for a single link. Folks who know me know I brag about knowing the cheap way to d almost everything, and they might think I'm missing the boat with this... but I'm not.
I've used this link on five chains, running each of them up to at least 1500 miles. Every time, I was able to re-open the link with no tools, until this last time, when I replaced the link with a new one*. The reason Ron was able to open his chain to free it was that he was using one of these links. I've tried the KMC and the SRAM removable links, and they can be removed, but NOT with tools you're likely to have with you out on the road. (I do carry some of these other-branded links in my seatbag in case we need to patch up somebody's chain on the road.)
If Ron hadn't gotten the chain open, he might have had to take a cab back to his car. That being the case, $15 for a chain link is a good price. (And if you use a 9-speed chain, it's more like $6 than $15.)
They're fussy; if you put it on in the wrong orientation, it will make a sound like it's skipping when you're in certain gear combinations. It comes with directions. Read them.
*I DID use a pliers to open the link this last time, but I could have rigged something with the multi-tool I carry to get it open on the road. This thing works.