craftgrrl | question about using wire as a pendant "chain"

I hope this isn't too confusing; I'm confusing myself as I try to think of how to ask this question.

I am making pendants. They are quite delicate, and require a delicate "chain." What I envision in my head, is a thin wire, attached to the pendant via jump ring, then threaded through one bead, then separated, then joined via clasp of some sort. Like

(sorry about the horrendous paint rendition of what I'm talking about. Left handed person + right handed mouse = bad.)

My questions are:

a) what kind of wire should I use? I have access to Michael's and a couple beading stores, so I should be able to find anything recommended. I would like the wire to be fairly flexible, and not kink easily.

b) what should I use as a clasp and how do I attach it to the wire? Again, I would like a fairly delicate clasp. If I were beading, I would just use crimps, but since I'm not, I'm reluctant to use them because I don't want the rough end of wire sticking out and I'm not sure I will be able to cut close enough to the crimp.

I appreciate any help you can give... I'm sorry if I'm not clear with what I'm trying to do. If you think you might be able to help me, but I'm not being clear enough, please comment and I will try to explain further.

(I'm also thinking, for more earthy pendants I will just use hemp, and for more girly ones I will use ribbon... but for these, I would like the industrial look of wire)

Thanks guys!