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The best kind for icy roads are the ones with the V-bars on them. They are more expensive, but are worth it in my opinion. It is pretty amazing the amount of snow you can drive through with these on all four wheels. It's also pretty amazing how freaking scared you can get when you drive down icy switchbacks without chaining up. This is where the V-bars really shine.
Pianoman, great link and even better prices
An ammo can is a great way to keep a set of chains in the truck too. Make sure to dry them out before storing in there. Squirt them down with WD-40 before storing, and they'll last forever looking new. Make sure to put a set of tighteners and a couple feet of wire (in case you break a chain) in with them too. That way it's a "Grab and Go" box that you know has what you need in it and that it was properly stored the year before.