Which exact brand or type of chain you use ... well ... it's not like your CG will have enough power to snap a chain or wear it out rapidly purely on power. If that happens, bad maintenance or bad luck will be involved.
The MBX50 I rode during my teen years had around 50% more power and torque than a CG has, and the original regular 50cc chain coped with that just fine.
Basically, find a retailer that sells chain and sprocket kits for your CG (a CG125W if I'm not mistaken) and order whatever you fancy from their selection. it really won't make that much of a difference.
The CG was either available with a chain guard or a full chain cover. If a previous owner ditched the cover, it'll often have no chain protection at all.
In that case, I would seriously consider getting another full chain cover. It may not be as pretty as a regular chainguard and will require more work if you want to check the chain tension or oil it, but it'll greatly increase your chain's life especially if you will also be driving it in rain or on wet roads. The interval between checkups will increase too, so you won't have to check it too often.
Wemoto (a UK-based webshop) has plenty of parts for your CG, including full sprocket and chain kits or that chain cover I mentioned above.http://www.wemoto.com/bikes/honda/cg_125_w/98-00/