Jump rings are classic jewelry findings that allow you to easily connect different components in your pieces of jewelry -- jumprings are frequently the "jumper" between an ear wire and charm, or between chain and a clasp. Bulk Jump rings are one of the most-used jewelry supplies. Colored jump rings are a pretty and versatile option for making all sorts of fabulous chain maille jewelry!
See Jump Ring How-To. You might also be interested in Split Rings -- they are similar, but a little trickier to use.