Should I use an already master-linked chain or add a masterlink to a plain chain?
I've been in a number of situations where I was really glad to have a master link that I could pull apart.  I'm a big fan of Sram's chains, and they're pretty reasonably priced here in the US.  In your position, I'd try hard to find a chain with a master link.  

With that in mind, it's worth having (and even carrying with you) a spare master link.  If you do blow apart your chain, being able to put it back together is well worth the extra few milligrams in your bike pack.  Since they seem to come in 4-packs, it'd probably be fine to just find a chain and buy a pack of master links.