I carry my chain tools whenever I'm on a ride that puts me further from home than another good sized town. Old habits and that.
I figure that I can buy a 525 chain at any bike shop and get back on the road, however unlikely the necessity would be.
Maintain the chain and replace it every 20,000 miles, you'll probably never have one break.
If the insurance will pay to haul it home, that's where it goes.
