I use "Figaro" style necklace chain. (Figaro has one long link, then a few short links, than a long link, etc.) Different manufacturers seem to have slightly different sizings, so you may have to experiment a bit with your local supplies, but I use a 2mm, or a 2.2mm size of chain. I also found out that if you get the very cheapest kind, the gold plating may flake off! So you may also need to experiment with different metals, or base metals, or platings... In general, the cheapo chains sold in the beading section of a place like Hobby Lobby or Michaels should work, though. (If you want to get fancy, and spend more money...solid gold chain is softer, and easier to shape...)
I use the long links for the charms. I have found that it is easiest to keep one end of the link attached to the rest of the chain while I bend it, so that I have something to hold onto. Using my trusty needle-nose pliars, I bend the link into a crescent shape.
NOTE ON NEEDLE-NOSES... : )
They do come in a wide variety of sizes and shapes, and having the right one for the job makes for a LOT less frustration! For this purpose, you will want ones with the narrowest jaws that you can find, with ridged jaws for gripping. Some of the ones that have ridges do not have them at the very tip...which doesn't help here. I actually use a pair that is meant for shaping wire into round shapes...so they are rounded, and only come completely together at the tip, and it is ridged, so they are perfect. The fact that the jaws are round means that I get a curved "C" crescent, instead of a sharp corner sort of bend...
(They do make pliars with smooth jaws instead of ridges, which are good, by the way, when you need to grip something that may be scratched/dented by the ridges on the other kind! Again, the beading/jewelry section should have several varieties of pliars...)
After the link has the initial crescent shape to it, I usually need to go back with the smooth-jawed pliars, and flatten it, since "crescenting" it usually causes it to twist and rotate a bit.
Then, since the "crescenting" also probably eliminated most of the open space that was inside of the link, you may need to open part of it back up, so that you can get a jumpring through it.
At this point, I cut the link from the rest of the chain. (Well...don't cut the link itself, cut the shorter links that are holding it on...!) You should now have a crescent link by itself. I then slide it carefully down a fat embroidery needle partways, to open it up a bit at one end.
Then, using tiny jump rings, attach to the chain of the noseband!
NOTE ON JUMPRINGS:
As with the charms, I could not find any jumprings small enough, so I make my own for this purpose. : ) They are about 1mm, made with 26 gauge wire... (I think it is 26) Take a length of wire, wrap it around something slightly smaller than a fat toothpick. (I use a metal sculptor's sort of tool.) When you have a good number of wraps, slide the "whateveryouused" out from the wire. You should have something that looks like a spring. Cut up the side...and tiny links will fall away from the spring... (Course, having made an entire set of chain mail from these links gave me a bit of practice...so if it seems a bit frustrating at first...keep trying! It really does makes sense after a bit!)
For the noseband chain, I use "Curbchain" style. (Yup...that is what the jewelers call it, it is not just for costume curbchains...LOL!) I use two strands, the bottom one has the charms dangling from it, the top one is plain, and they both attach to a jump ring that is fastened to the underside of the halter's side braid.
I also attach a center medallion charm that I make using wire, and wrapping it around into a circular design. Most halters get the center medallion, and then a total of 6 charms. The noseband chains usually have around 16 links total, so I just stick a charm on about every other link.