In case your steering fails as mine did, I thought the following summary (in addition to my original post) might be helpful for those who would rather fix it themselves than pay a mechanic to do it.
Before I go into the summary though, I have a tip for prevention and a tip for safety.
First, the prevention part: Keep in mind that when you turn your steering wheel hard over in either direction, be gentle when it stops turning. At that point, you are putting pressure on the weakest links which are the end links. Doing so over time will bend those little end pins, and eventually... POP goes your steering. As best I can tell, the only way to know if you have damaged pins on end links is to open and inspect... or wait for the POP!
The Safety Part: If you haven't ever tested out your emergency tiller (I confess that in 8 years I knew it existed and where to find it, but never tried it out), it's probably a good idea to make sure that you do know where your's is, that it fits, and familiarize yourself with it's operation. Not tough, but probably a good thing to be confident about in the event you have a failure in a poor sea (for example). Having the confidence that you know exactly what to do and can put your hands on that emergency tiller quickly will ease the stress quite a bit for sure...

I'm just sayin'
The roller chain end links came in the mail quickly (2 days UPS Ground) from McMaster (Thanks again Joe!). This is the part Joe steered me to:
http://www.mcmaster.com/#ansi-50-ss-...-links/=3j45d8
Yesterday I did the repair... replaced both the end link that failed, and the one on the other side of the chain which had a bent pin, so it was not long for failing.
Putting it back together was relatively painless. You have to loosen/remove the 2 cable end assemblies (they are threaded and go through holes in the cast iron large wheel/pully that is affixed to the shaft and turns the rudder when you steer). The end posts are held in place with two locking nuts screwed to the threaded post that feeds through a hole in the wheel for that purpose. When loosened and removed, you have the slack needed to run the cable/chain back up the pedestal to work with/reassemble.
Once I fished the cable and chain ends up the pedestal (I dropped some light line down the pedestal into the cabin to tape the ends to and just gently pulled them back up to the opening of the pedestal). Just ensure that you have run them clear/clean of any "stuff" also in the pedestal - you don't want to have it intertwined or wrapped around wires etc.
Once up there I linked the chain and cable ends together snapping the end link in place in the cable end assembly with the link and cotter provided (the end links come with a cotter and a link that slips over the two pins - that gives the link the strength of the other affixed links - then the cotter is slipped over the two pins to keep the link in place.) At first I had to scratch my head a bit to figure out what this extra piece was for, but since the end link on the other side was still intact, I had an example to solve the puzzle.
I had to remove the pedestal cover that holds my compass, and also the second stage of that cover underneath where the shift and throttle levers are attached. Didn't completely remove the 2nd stage as the controls were attached, but was able to lift it enough to create room to work. Both stages are held together with 4 screws each that come out easily, and there are no nuts involved (the treaded holes are part of the pieces they screw to, so no nuts to worry about dropping/losing.)
Once assembled, I fit the chain over the sprocket that is affixed to the shaft to the steering wheel. It's a bit tight in there to spread the chain wide enough to get the links onto/around the top teeth of the sprocket, and small hands are better to do this - couldn't have done it without removal of the pedestal assembly/covers or a special tool, or MaCgyver skills.
Once done topside, I went below to re-attach the cables to the pullies at the bottom of the pedestal (the 2 pullies for the cables are right there and visible once you removed the cover in the aft cabin), and then back to the big wheel on the rudder shaft. To avoid mis-routing of the cables I made notes/a drawing of how it was put together to begin with, so I didn't run the cables on the wrong pullies or wrong side of the big wheel on the rudder shaft.
Once I re-attached to the big wheel and screwed on the two nuts to each cable, I tensioned up the cable and locked the nuts to each other. Then I tested turning the wheel all the way over to the right to ensure the rudder turned left for a right turn, and then the other way. Once satisfied it was correct, I put the pedestal back together and replaced the overhead cover in the cabin.
All together it took me about three hours to diagnose and repair, along with another hour or so in research for a replacement part etc.
Total cost for parts: $10.97 (including S&H!). Dave, S/V MILKY WAY