Don't use a master link. Use a chain breaker, don't push the pin all the way out reverse the breaker and push back in to complete the chain at the desired length. The master link is the weak part of the chain.
You're not the first person I've heard say that. Oddly, in all my years of biking and motorcycling, I've never had a masterlink failure, as long as I remembered to orient the clip correctly. Not even on my MXer.