Jeff is right. The main hoop has to be one continuous bar with bends, so you can't weld straight pieces to 90 deg bends. The welds have to be top notch with full penetration. There are many rules to building a legal cage (SCCA and NASA), so get a rule book before you spend the time and money on a cage.

If your car is under 3000 lbs 1.75" x .095 DOM should be fine. If you use ERS the wall will have to be .122 because it isn't as strong as DOM. BUT, SCCA and NASA won't allow an ERS cage to pass tech, unless it was built and accepted into the cars log book before 2003.
If you are going to do any competitive racing, build a DOM cage.