I know you specifically asked about chains, but I've found the braided leather belt from rkilts to be very comfortable and capable, assuming you are addressing a casual setting. Wouldn't do for formal.
I took a goth kid wallet chain. You know the ones at hot topic that hang past their knee. I then found a womens belt that was nice and thin cut and folded the ends over and secured them with a Chicago screw I think it looks better than anyone else in my band. I'll try to post a picture soon
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