Personally I  like HobbyTrax. $20 to $30 for a set depending on the vehicle, but being machined aluminum they last.

They will also work on heating DS tracks in near boiling water, then forming them and stick the formed tracks in cold water to set them.

Not sure about a jig but Ernest/Bufflehead shows how he did a Panzer II with separate track links here- just scroll down to the middle of the page: 

http://cs.finescale.com/fsm/modeling_subjects/f/3/t/175492.aspx

I have a Hobby Trax set for the M26 that someone passed on to me.

It seems rather expensive to buy a jig to build one kit, but I see value in it if you are the type to build multiple variants of the same tank. Something more along the lines of German Panzer III or IV builders who enjoy making all versions.

Thanks to all responses!  Very helpful.

I remember responding to that post before seeing the jig he made. I used a piece of sheet styrene then glued a long "L" shaped styrene piece to it and made my own homemade track jig. It works great with German tracks.

Trumpeter makes an adjustable track jig that seems pretty sharp. Mine has been delayed in shipping so I can't review it firsthand, but I'm sure there are reviews on YouTube. I've seen DIY track jigs that use plastic kitchen cutting boards, but making those requires some tools I don't have.

I agree though, individual links really put me off, especially if you have to add the guide horn (see Panda's 1/35 BMD-2). Or even worse, if they have a ton of parts. I built Bronco's M1 Abrams track set a few years ago - 6 parts for every link. Amazing detail, but the build time was atrocious.