I especially like activities that are self checking, but don't totally give away the solutions. For examples, a worksheet with a answerbank, but the answers are scrambled. This allows students to have an idea that they are on the right track.
Chains simply involve using task cards in such a way that the solution to the previous question is on the next card. Some people makes theirs with a start and end card. I typically create mine in a loop and students start with any card.
Most often, I create them in powerpoint, print the 4 slides per page in landscape, then cut in half twice to create the cards.
Here is an example from geometry on properties of parallelograms.
Here is an example from algebra on finding the vertex of a parabola.