Some people have very elaborate lanyards, either a wide strip of edging or something with lots of beads. If you don't have the time for that, here's an idea for something relatively quick and easy, but more interesting than a simple string of split rings.
To make this, use 2 shuttles with a different color of thread on each.
Ring: 10 ds, very small picot 10 ds. Close ring. Turn, Switch shuttles
Lock Stitch Chain: 5 stitches, each stitch is one flipped and one unflipped half stitch, lock join to picot of ring. (If the ring is in the way, fold it down while making the chain. When I make the lock join, the chain is sort of laying on top of the ring.)
Repeat for desired length. By turning after each ring, both sides will look almost the same.
If you do not turn after each ring, then you get a distinct front and back side as seen below. Choose which way you like best.