To support Killer69's point that you should check the rulebook for the type of competition you plan to participate in, I have included an excerpt from the NASA (Road Race) rule book for roll cage tubing size. The Ultimate Track Car Challenge uses the NASA rules, and the unlimited rules for the Silver State Classic are very similar. There are lots of other cage construction "rules" in this and other CCRs (SCCA, Proautosports, NHRA, etc). I've included the website for the NASA rulebook -- pages 59-64 contain NASA cage rules. Some sanctioning bodies let you use thinner wall Chrome-moly because of its strength, but NASA, for example, specifies the same wall thickness for DOM and Chrome-moly.
http://www.nasaproracing.com/rules/ccr.pdf
15.6.18 Roll Cage Tubing Sizes
For the purposes of determining roll bar tubing sizes, vehicle weight is as raced, but without fuel and driver. Note: There is an allowance of minus 0.010 inches on all tubing thicknesses. Minimum tubing size for the roll cage is:
Up to 1500 lbs.
1.375” x 0.095” Chrome-moly / Seamless mild steel (CDS or DOM)
1501 - 2500 lbs.
1.500” x 0.095” Chrome-moly / Seamless mild steel (CDS or DOM)
1.500” x 0.120” ERW* (No issuance of log books for cars with ERW cages 04/30/03)
*Note- Specifications listed for reference for inspection of grandfathered vehicles.
2501 - 3000 lbs.
1.500” x 0.120” Chrome-moly / Seamless mild steel (CDS or DOM)
1.750” x 0.095” Chrome-moly / Seamless mild steel (CDS or DOM)
1.750” x 0.120” ERW* (No issuance of log books for cars with ERW cages 04/30/03)
*Note- Specifications listed for reference for inspection of grandfathered vehicles.
3001 - 4000 lbs.
1.750” x .120” Chrome-moly / Seamless mild steel (CDS or DOM)
No ERW allowed.