There seems to be an awful lot of nice things beginning with C. Chains sure belong to them. However, while there are tons of threads and info about rope bondage, there is not much about chains.
But let's face it: Nothing beats the feeling of cold hard steel on soft warm skin

I can't think of any special safety measures right now, apart from the usual that apply to every bondage activity.

Two things should be considered, though:
1. Having a small fold of skin clamped between two chainlinks can be really painful. Oh, so you like it really painful? Ok, enjoy!
2. If you use locks, the importance of knowing where you keep the keys and/or keeping a second set of keys cannot be stressed too much. Alternatively make sure you have a good iron saw in your toolbox or a trustworthy locksmith nearby.

And finally, if someone knows of good resources about chains and chaining please let me know, i did some research but didn't find anything good.