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Virtually every part of a derailleur system can be replaced individually and, because of this, it can be easily customised to suit the way you ride. You can fit up to 11 rear sprockets on your cycle, depending on what system you have. However, for long-term reliability, the fewer you fit the better since, the more sprockets you use, the more your chain will be forced to bend sideways and the faster it will wear out. And a worn chain will quickly wear your sprockets and chainrings too.
Any current 3/32" chain can be used with gears up to 8 speed but narrower ones are needed for 9, 10 and 11 speeds. Modern chains are more flexible than the old 'bushed' types, in order to cope with the greater number of rear sprockets that have become fashionable but, unfortuantely, they don't last as long and have to be replaced far more regularly (see below).
Cyclists who use properly setup hub gears, with just one sprocket and a 1/8" bushed chain, are used to their equipment lasting much longer with far less maintenance. And although the ratios between hub gears are fixed, they can be raised or lowered en-masse by simply changing the chainring or the rear sprocket.
You must keep your chain clean and well oiled at all times. Although a variety of special oils is available, any type of lubrictating oil is better than none at all - but not cooking oil. Long distance tourists are well served by the dregs of engine oil that can be salvaged from discarded cans at petrol stations! Simply remove any dirt (an old toothbrush may be useful) and then apply the oil liberally, leaving it to soak through to the inside surfaces before wiping off as much excess as you can. Oil needs to be on the inside of the chain where you can't see it, not on the outside where it only serves to collect dirt.
Always replace a chain when it has stretched by 1% (ie. when 24 links measure 308 mm or more between centres). And always replace your chain whenever you install a new chainring or sprocket.
Most new chains are longer than necessary and must be shortened. To find the correct length for a derailleur system, run it round the largest chainring and the largest sprocket, pull it tight and then add 2 or 3 extra links.