I'm using a 4 in 1 pattern right now. 6 in 1 looked cool but I figured I'd try 4 in 1 first to get used to working with the links and getting the patterns right
Here's the device I use to make links:
http://realbeer.com/jjpalmer/HowtoChain.html
It looks kind of like the device they made about half way down the page. It works. I use small bolt cutters to cut the wire, it seems to be the easiest. A dremmel might work well but I haven't tried that yet.