Ceramic cube beads.
Recycled glass beads
They're basically just simple loops, but hammered flat. Hammered flat, they seem to stay in place better and the whole link feels more stable to me. I also like how they look like rolo chain (one of my fav chains.)
It's really easy to do. First I cut a piece of wire that's about 30mm longer than the width of my bead hole-to-hole (for the beads above I used 18 gauge, but you could also use 16, or even 14 depending on how large your beads are. I wouldn't go smaller than 18 though, because it will get too fragile when you hammer it flat--if you use super heavy gauge you might want to anneal before you go any further), and then I hammer it flat to the width I want:
Then I make a loop at one end with my step-jaw pliers (I used the 3mm barrel here):
Then I "broke the neck," as they say:
Then I wrapped it with a little 24-gauge wire to make it fatter so it wouldn't wiggle around inside the bead:
Slid the bead on and bent the wire down:
Trimmed the tail to about 10mm and rolled that side up too:
You might need to use your round-nose pliers to snug it up. Et voila!
You can flatten the wire out as wide as you want (for like a giant nasty bead hole), as long as it's a heavy enough gauge so that it doesn't become too thin. The wider it is, the more stable the whole link seems to be. Also be sure that you make your links big enough to accommodate a wider, flatter piece of wire. This doesn't work as well when using beadcaps, unless the beadcap also has a very large hole.