The best way to take a chain off is to use a chain with a master link. That way you don't have to worry about the pins being in the right place. (We had a friend who shall remain nameless who had to miss part of the Davis double because the pin came out of his chain - which he had just replaced - presumably because it hadn't been put in all the way and he hadn't test ridden the bike til the morning of the double!)

Chains with a master link are not much more expensive than other chains and well worth it. The easier it is to properly care for your chain the longer that chain should last....

I use a Wipperman: http://www.connexchain.com/

You can also just buy the master link by itself, apparently.