Stainless steel is usually a good option. You can usually find a variety of thicknesses at DomDepot for not too much money. If you are looking to lock the links together, there are a variety of options for that too.

Since your looking to insert, be sure to sanitize all items in boiling water. Leave it out in the open air for 48 -72 hours. If it begins to show signs of rust, discard the item, as it would cause internal problems from its inferior manufacturing.

Avoid galvanized or chrome plated items, as they will flake under wear.