The chain you use is important. It needs to be lighter weight to stay in back. It also needs to be strong. Soldered links work wonders for this task. When I used to buy necklace extenders locally they didn't have soldered links and some have come apart. Now I have three spools of chain I use for finishing. They are curb chain with soldered links, and the gauge isn't to heavy. The links also have a large enough opening to allow the clasp to clip a link. This is the antiqued copper plated one I use. I have all three spools in with my tool kit so they are ready to go when finishing a necklace.
I also like to add a bead to the end of the chain. That way if the clasp misses a link and goes around the chain it still holds onto the necklace. I put the bead on a headpin, then I attach it to the end of the chain with a wrapped loop. The bead does have to be larger than the inside of the clasp, and I like to choose one that matches the design.
Example of how this looks on a design: The chain is attached to the necklace on one end via a split ring, and has a the bead on the other end. The split ring is large enough so the clasp can be attached there if wanted. I also prefer split rings over jump rings because I've have stringing material slip out of jump rings before.
Closeup of the clasp and extender: