As per Nash's request, here's how I made the chains that I'm using in my gym. A big thanks goes out to Sensei, as I built these after reading what he did to make his set. I apologize for the small pictures- I do have larger ones if anyone wants them- I just had to fit them under 100k each.
The first picture shows what's needed to make the chains for one side (so obviously you'll need twice this much stuff).
Anyway, there are three 5' long pieces of 3/8" chain. Two of these are visible at the top, they're being held together by a big heavy quick link connector thing. One of these has the connector through the center, and the other has it through the center and each end (so that more weight comes off the floor at the top).
Below these is a 2' long piece of 3/16" chain- this connects the heavy chains to the bar, using the medium quick link and clip at the bottom. The third length of heavy chain has a sping clip attached at the middle, so that it can be added or removed easily.
The second picture shows the basic assembly for benching with the chains- the small chain is looped through the heavy quick link, and then attached to the weight clip at each end with the medium quick link. By coming in a link or two, you can shorten this chain to accommodate lower benches. In this picture, you can see the small quick link (which will still hold 200 pounds despite its small size) that is used when adjusting the chains for squatting.
The third picture simply shows the third length of heavy chain being added to the weight- you just clip it over the small chain and gravity will take care of the rest.
The fourth picture shows the way to set the chains up for squatting. You disconnect one end of the small chain from the weight clip, and use the small quick link to make a loop in the small chain around the heavy chain attachment points. I generally attach it to the fourth link- that gives enough room for the heavy quick link and spring link, but still allows for a full deload at the bottom of the squat.
The last picture shows the chain attached to an empty bar, set up for benching. The total weight at the top is about 50 pounds, or a little under 40 if you take off the third heavy chain. The nice thing about this system is that it allows for you to switch from bench to squats pretty quickly and easily, plus you can easily add more 5' pieces of chain when you need more weight.
Materials needed for a full set of chains are as follows:
Six 5' long 3/8" chains (I went for the cheapest, biggest chain available at Home Depot)
Two 2' long 3/16" chains
Two spare weight clips
Two heavy quick links (maybe 7/16"-1/2")
Two medium sized quick links (about 1/4")
Two little quick links (maybe 1/8")
Two heavy spring clips (also about 7/16"-1/2")
That's it. Total cost is roughly $60. Not dirt cheap by any means, but about half of what you'd pay from EliteFTS or NYBB BEFORE you pay them to ship it to you.
Hopefully this is of some use to people.
With strength I burn