Chains can take a real hammering while you ride and sometimes they break. It's worth carrying a spare quick link so you can sort yourself, or a friend, out when this happens. KMC Missing Links compatible with the equivalent SRAM and Shimano chains. 

Here's a KMC Missing Link for 9 Speed chains. This link is re-usable but KMC recommends that you reconnect it no more than 5 times. 

Some riders even swear by carrying two of them :)