Kmc chains with supplied quicklink. Only had a quicklink fail once in many chains and many thousands of miles and that was on a new bike within a hundred miles so I strongly suspect some wrong-doing during initial installation at the factory (but not sure how it could be done wrong as it is stupidly simple to fit?)
.....until exactly three weeks ago my ICE Adventure had approx. 2.5 x SRAM PC971 joined with three quicklinks.
Then, whilst climbing a steep hill, I changed down to the granny on the front, and heard a "zzzzping" before coming to a halt.
One of the quicklinks had come apart; I found one half on the road just behind me, but not the other. And to my dismay, the repair kit had neither a replacement quicklink, nor a chain splitter tool.
"Necessity is the mother of invention": a D-lock's steel cable (one end wrapped around the front derailleur post) acting as a tow rope makes the "walk of shame" home slightly less uncomfortable.
I had to clean the chain before refitting - I've also reduced the quicklink count to one. Oh, and there's a quicklink and a chain tool in the repair kit now........
I went to quick-links when I moved to 10-speed. However, I inadvertently shortened the current chain to the wrong half-link, thought soddit, and joined it the 'traditional' way (with care). It's lasted over 2000k so far.
Forget where, but recently read a thread about how modern ‘narrow gauge’ chains designed for blocks with more that 5 or 6 cogs cannot be safely connected with a chain tool. This is because they use a different style of riveting that is damaged by removing the rivet. Some can be ‘re-peened’ using a special tool, but you need to know which makes/models this is OK for.
Conclusion: the only safe method for 9 speed and up is to use quick links, (and don’t forget most of these are ‘one-shot’ only and should not be re-used).
An alternative, if you can find it, is to have your chain cut to length from a bulk reel (some bike shops can do this) and use just a single link.