two pairs of jewelry pliers
small drill bit (big enough for a jump ring to go through and have a bit of wiggle room)
copper-colored jewelry clasp
cooper-colored jump ring
penny of significance
I was able to find packs of copper-colored chain, clasps, and jump rings at JoAnn's in a weird box full of miscellaneous findings marked "Sea Chest $1.99/each." They don't even turn your skin green (unless you have some sort of allergy--then you will probably turn lots of colors).
Set your lucky penny on a scrap of wood. If you are a safety-minded person, use a clamp to hold the penny in place. If you are unsafe like I am, just hold onto it really well with your fingers. Drill a hole through the penny to the left of Lincoln's head.
Make the Bracelet
Snip a bit of chain to bracelet size. Use your pliers to attach the clasp pieces to each end of the chain. If the links in your chain are not soldered, you can open the link on the end of each chain, thread the clasps on, and close the links. If your chain links are soldered use jump rings.
Clasp the bracelet and hold up by the clasp to find the center chain link of the bracelet.
Thread a jump ring through your lucky penny and through the center link of your bracelet, then close the jump ring with your jewelry pliers.