I agree with all the materials mentioned. Craft foam, as mentioned, would be very simple to use for this. But I would say plastic (I believe that sintra stuff is the same), and you could make the "seam" where the chain goes because you can use the section the chain is on to cover the seam. You can glue it together on one side, then on the other use a flat magnet to hold it together without problems. That way it all looka like one piece, but you can still take it off.
Cosplay DA Regular DA
Kumoricon 2014 (so far):
-Sora (Kingdom Hearts 2)
-Alice (Hearts no Kuni no Alice)
-Black&Blue Loli-style Dark Magical Girl O.C.
-Akaito (Vocaloid. Black & Red Ver.)
Dream cosplays for now:
-Tsuruya-san (Haruhi Suzumiya)
-Kagami Hiiragi (Lucky Star)