I'd be way more broke then I am now if I replaced my sprockets after every chain. Cheap sprockets will wear out and hook quickly, with high quality sprockets they can last a couple few chains. Your right though that worn sprockets are bad for chains and visa versa. On a speedwaybike a chain might only last a few race nights but the sprockets are still fine after quite awhile. I'd prefer to have my chain slightly loose as compared to tight, tightness causes friction which causes heat a chains main enemy besides dirt and side loads.