I agree with the others on opting for silver instead of iron. Iron is very difficult to work with on a small scale. It isn't flexible and its brittle, so instead of how sterling will bend or dent, iron will snap.
If you want iron though, there are many gemstones that contain iron! Bloodstone, Hematite, Tiger Eye, and dark colored (black/brown) Obsidian all have iron in them. But to be able to wear it all the time, you should add another stone to balance. I would suggest something like Lapis that carries high vibrations. You can buy attractive beads and string them for an easy, no nonesense project. Just be sure to read up on stringing beads, it must be done right with good quality beading string (a kit of beading tools will usually run you about $30). You should knot inbetween each bead, and each knot can be a chant/mantra that you bind into the necklace/bracelet.