Chainmail looks awesome on cosplays, but the real things is HEAVY. By the end of the day it will really weigh you down. You also have the problem of getting through the metal detectors.
You will find a lot of tutorials out there about how to make chainmail from a variety of materials. This tutorial by SKS Props is simple and relatively inexpensive.
Tools:
Bandsaw
Disc Sander (for the burrs)
Conduit pipe 1″ and 1-3/4″ diameter
Valspar PVC Radiance – flat black
Rustoleum Universal Series – Oil Rubbed Bronze, Flat Antique Nickel
Safety Equipment:
Safety Glasses
Respirator