The stuff you want is uncoated sch. 40 pipe. It is the same as hrew but made to pipe dimensions for diameter and wall thickness. I believe the grade is A53f or something close. I work at a steel fab shop and we use tons of this, not for cages, but catwalks and handrails and columns for steel buildings. It bends the same as tubing but needs pipe size dies. We have a real nice hydraulic bender at work and if I decide to do a cage I'll probably use this pipe. Hope that helps someone.
I would be careful about using it for a cage. We used it for bumpers and tree bars and we found that it breaks a lot easier than DOM, Not as critical for a treebar but I would never use it for a cage.