David, what Denny just said about adjusting the chain tension is true of course. I suggest the master and half links under the assumption that you'd be splicing the 2 ends of a piece of chain together (master link), and that the ability to slide/adjust the chain tension enough is not there.
If finesse getting the chain to a good length is required, any master or half links are just a necessary evil, and one to avoid insofar as having more than 1 of each maximum if possible.
Running 2 masters between a long and a short piece of chain myself, but only because I'm not enough of a purist to pay for another 10' roll of chain to make a long enough single piece.
EDIT: If you only need let's say 2 links to make a long enough chain, 2 master links consecutively won't do it. A master link needs a male link end (the inside pair of plates w/roller that fit between a pair of outside plates) to attach to at both ends of itself, as a master is 2 female ends (and they have the connecting pins attached to them). 2 masters won't link together, must have 2 male link ends between them.
That's where a half link can be very useful, if you don't mind the use of them. A half link is an open female end (no pin attached, it's included, you stab it in, a tiny shear pin keeps it there) and a male end. You can string as many of them together as you like, but 1 master is required.
Note: I recommend only installing half links with the male end leading the female end, not sure why, just a quirk of mine.