I thinks its a good idea to change my 12 tooth Brompton sprocket along with the chain as it is heavily used since little wheels must turn many more revs. Bikes with multiple speeds sprockets last a lot longer. As far as master links go, they are chain specific, so a 9 speed chain may take a narrower master link than a 7-8. Most LBS can sell you links without a chain, and a couple in your carry-with tool kit are nice, in case you drop and lose one while fixing a chain. While very useful, they. can be tricky in cold, wet or dirty conditions whereas a good chain breaker tool will always work, although you may have to wiggle the links involved sideways to loosen them once put together. Like flat tires, there is a big difference in crouching in the rain or snow to fix something and doing it in a warm, dry workplace. Definitely, if you go the master link route, practice taking one apart a few times at home.