It is important to remember that your new chain be compatible with the drivetrain on your bike. There are multi-speed and singlespeed chains. Check with your local bike shop about which chains they carry and which one will work with your bike. With bikes from a single gear all the way to 30 gears, getting the right chain is very important as one might not work with the other.
The League of American Bicyclists has a great site all about bike maintenance. Check it out here.