I get a lot of emails asking how to add stones and beads to chain. I'm working on a book that teaches every technique I know, those I've learned as well as those I've developed, but that's a big project and it's going to take awhile. In the meantime, I want to point you to some good resources for learning other techniques you'll find useful.
There are a lot of free tutorials for basic techniques at WigJig. I recommend getting some copper wire at the hardware store for practice because your first loops aren't going to look that great. Like everything worthwhile, it takes practice. Copper is a little softer than sterling but works quite similarly. Spooled copper wire is often found in the picture hanging department of hardware stores or you can always mug your local electrician for scraps. *s*
If you'd like a book, I highly recommend those by Robbie Ward of Metallique-Bijoux. Her first one teaches all the basics and is definitely the place to start if you're a beginner. Her second one teaches such exotic skills such as prong setting faceted gemstones with wire.
Another amazing instructor that I highly recommend is Eni Oken. You can download her tutorials one at a time; some are free, others are very reasonably priced and every one is a bargain. You can get a collection of them on CD or you can take her online jewelry classes.
For the record, we have no affiliation with any of these businesses. Robbie and Eni are both friends and very nice people, but my recommendations are based on the fact that they're both extraordinarily good at what they do and fine instructors, as well.
I hope you enjoy these resources and find yourself bursting with ideas for embellishing your chainwork. *s*