Personally I use wire for my toys, with the exception of my swing since the wire is tight and can't get wrapped around a foot. I use to have chain toys, and came home one day to find a PW female with the chain wrapped around her leg, dangling. Luckily it wasn't broken but I took all the chain out that very day.
I'd love to see pictures! I'm playing around with a bridge right now for the holding cages, we are building out of melamine.