Hey Mike... here is my $0.02 Canadian...
Common "recreational" roll cage tubing size is 1-3/4 x .120 wall ERW or DOM.
You can run a mix of DOM & ERW (i.e. DOM for bent sections & ERW for straight sections). If your not going to use up a pile of tube... I would just buy DOM and be done with it. On small quantities... the price wont be too much different in the end anyway.
Unless your building a race car/truck/Jeep... stay away from 4130 (this ones probably obvious).
Material choices are pretty much broken down as such (I cut and pasted this off a website):
1) Hot-rolled ERW (HREW) tubing varies in dimension too much and is supplied with a rough, scale-covered finish, making it unpleasant to work with and requiring cleaning
2) Cold rolled ERW (CREW) is stronger, cleaner, and has better dimensional tolerance than HREW
3) DOM (drawn over mandrel) round seamless tubing is made by cold drawing a tube through a solid steel mold (mandrel). In the process the OD and ID of the tubing is kept to much closer tolerance than hot rolled or electric welded tubing. There is no inner seam in seamless tubing. The drawing process also work hardens the surface of the tubing making it stronger. NASCAR still specs DOM.
4) Chromemoly (4130) alloy contains some chrome and manganese. At the same strength level chromemoly weighs about 25% less than mild steel. Therefore chromemoly is the perfect choice where weight is a major concern like aircraft or auto racing. Chromemoly has a serious drawback for use in most metal fabrications, however. It is very brittle and can stress crack easily if not carefully TIG welded and stress relieved after welding. For most people the weight savings is not important and they don't have the equipment or skills to use chromemoly.