You'll need 1/4" mild steel as a minimum for cages, and you'll have a hard time finding pre-bent tubing in this size.... Not to mention your main hoop will have many weak points if it's made up of 5 different pieces (Not safe).
Buy the main hoop for your vehicle if you can find it, or find a chassis shop to make one for you - This may be your best option since they'll have a tube notcher, which is essential to make a cage.