Good question. I can give personal testimony (as many people probably can) regarding the consequences of unchecked chain wear. I won't go into much fine detail about how chain wear happens. Sheldon Brown, among others, has described the process well, if you're curious. Instead, I'll mostly stick to describing the practical results of using a chain that has clung to life too long.
While you're riding, your chain is repeatedly flexing under pressure as it passes around your cassette and chainrings. Where each link flexes, there is a chain pin and a bushing. Those are the parts that wear out, getting looser and sloppier, increasing the distance from chain pin to chain pin (or from bushing to bushing). Since the bushings are the contact points between your chain and your cassette and chainrings, the chainring and cassette teeth will begin wearing out along with your chain. A worn-out chain will grind away the contact edge of each tooth, eventually leaving your most-used gears looking like circles of sharp shark fins. Cassette teeth generally wear out more quickly than chainring teeth, since they end up contacting the chain more times per pedal revolution.
Normal looking teeth on a cassette. |
Same cassette, more heavily used teeth. Shark fins! |
So why not run the chain and cassette to death together? Does the cost of replacing a chain and cassette once per year (let's say) end up being any less expensive than replacing a chain two to three times per year? Sometimes. It does depend on the quality of the chain and cassette, but it also depends on how much other damage the chain is doing.
Your chainrings will wear out more slowly than your cassette, but they will eventually wear out in the same way and need to be replaced. In that time, your shifting will get sloppier as the carefully engineered teeth of your cassette and chainrings change shape, and you'll start feeling some mushiness when you push on your pedals, because the chain isn't engaging solidly with each gear tooth. Also, the chainrings will slip beneath the chain once their teeth are sufficiently worn, which feels similar to the clunk/bang from the new chain/old cassette situation.
Back before I knew that chains could wear out, I rode my commuter bike until the only gears that worked were the two easiest ones. Which meant that I had worn out most of the gears of my cassette, then I had worn out my large chainring, then my middle chainring. So I had the small chainring (good thing I had a triple at the time) and whatever I hadn't used much in the back. It had taken a while for the first gears to go, but as a chain gets more worn, the damage happens more quickly, so by the end of that episode I was noticing differences in my shifting and in how mushy my drivetrain felt even from one week to the next.
Replacing your chain is partly a matter of money. From the standpoint of cost, it usually does make better sense to replace the chain more frequently, before other parts go bad. If it doesn't seem to make financial sense, consider it a quality of life thing. It's nice to ride with parts that work well. Much nicer than riding with mushy gears or finicky shifting.
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