Step 6: The armies begin to take shape!
I took the threaded rods I purchased and lined 'em up on the graph paper that I had the piece-length outlines on. Using a sharpie, I marked off which threads to cut between (note: if you're not planning on painting your pieces after they're finished, y'might wanna use something not so...permanent. Just a thought. :D ). Many scorched fingertips (metal gets REALLY hot when you saw through it. Go figure.) and sore arm muscles later , I had the cut rods for my pieces. The image below is a mock-up of how I was planning to make 'em look. They are, from left to right, Rook, Knight, Bishop, King v1, King v2, and pawn.
At this point, I wasn't sure how I wanted to do the kings - I ended up going with the v1 style. I also changed the rook design a bit. It's hard to see in the picture, but the original idea was to have the hex-nut-stack that the rook is composed of alternate so that one layer's side would be below the next layer's corner, etc. I ended up just making them all align the same, as it was much easier and cleaner-looking.
That piece I'm using for the bishop's head there is actually a brass piece from a lamp we used to have. I ended up not being able to find that exact thing anywhere, and went with finials instead. They look almost identical, but finials can be found, whereas the brass whats-its are not quite so findable.