I have the same problem and found one that seems to be working well for me on Overstock.com. It's called a Singapore chain. It's a little sturdier/more solid than a traditional link chain, but isn't too heavy to wear with a pendant.

Mine is a gold chain, but iirc, I think they had other finishes as well. hth!

Big Island Jewlers has a display of a cinder block being held up by a chain. I think it's white gold. Might want to check with them. They sell the IM logo pendants and a lot of people buy their chains so I imagine they hold up well.