I think it mostly boils down to preference. One major thing to note though, is that with swords, you'll do a lot of dodging "into" (or "behind") attacks, whereas Chains allow you to be at a distance and attack, sidestep, attack again, sidestep, attack again. Chains have a lot more mobility from my experience.
Asides from the obvious weapon mastery, for chains, maxing out
Biting Cold (Sidestep/ Sideways-cartwheel) should be first priority. It allows you to continue your combo if it's interrupted by a dodge. After that,
Heart of Ice and
Blood Chill would be good, especially for boss battles. On that note,
Hailstorm wouldn't be a bad idea. Now you can easily hit-and-run.
Or if you want to stay with twin blades, have fun with your melee dodges. I can't help ya much there.