Long chains of boxes made up of small links of a stainless metal (stainless steel, silver, gold) make excellent bracelets and necklaces.
One of the easiest chain styles to create is also one of the most aesthetically pleasing when incorporated into a piece of jewelry. To make a spiral chain, each link must be connected to the ring two spaces behind, and two spaces ahead of it.
Long spiral chains make exceptional bases for intricate headpieces, especially when combed with the box pattern. With a little experimentation, you should be able to find a look that works for you.
Although it does not actually use chainmail links, I would be remiss not to mention beaded chain as an essential element in making jewelry. To make a nice beaded chain (one that will sit against skin) you will need some small gauge (22 awg - 19 awg), non-corrosive metal (e.g. gold or silver). Pick a style of bead that suits your project and cut the wire into pieces large enough to fit a single bead, plus a few millimeters on each side to turn a loop. The ends of a pair of jump ring pliers provide an excellent surface for turning the ends of the wires into loops that can be interlocked. Once you have the basic method down, it takes no time at all to expand into more complicated variations on this simple theme.