I think before starting, first draw out each piece the way you want it to look. For animation I feel that hand drawings are extremely useful....as it is in many ways faster to brainstorm your ideas. once that is done you can model them...then rig them. There are some great character/rigging tutorials on this site, which I think provide a solid foundation for this skill.

Good Luck


p.s. Google is a great resource as well for looking at different chess pieces etc.