Begin by constructing a band of links 5 rows wide (for this example) and long enough to fit comfortably around the wrist. I would recommend using links no larger than 3/16" in 17 awg aluminum. The ends of the chain should be fitted with a barrel clasp (a standard jewelry finding) using jump rings (also a standard jewelry finding).
Aluminum can be covered with a layer of colour using a process known as anodizing. You can usually obtain coloured links from specialty craft shops as well as on the web. As soon as I learn more about the process I will put instructions on these pages. These coloured links can be interspersed within your bracelet to make any pattern you like. The same sort of effect can be achieved by using by using brass and copper against steel or aluminum (note: brass and copper will tarnish easily).