I'm using this 14 guage aluminum electric fence wire. It's more sturdy than I was expecting. I got it from amazon for $50 bucks delivered.
Here is a shot of my tools and what I've gotten done after a couple hours. I wind the wire up into coils using the drill. I get abour 8 inches of tightly wound coil that I stretch out to about a foot and a half before I cut it with the snipper things. Then I use those other two pliers to bend them into rings and fit them together into a 4 in 1 european chainmail pattern. I have 1/4, 5/16, and 3/8 inch drillbits. Currently I am using the 5/16 size, and I like the size it ends up being. I'll probably make some bracers or cuffs using the 1/4 size (it'll make it heavier).
I'll post an update each week with my progress.