Here is a great reference book, Gail Damerow's 'Storey's Guide to Chickens' is an excellent guide, as well as this web site. This site is an excellent source of information.
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Sexlinks are a hybrid -- that is, you get 'em by crossing two different kinds of chickens.
The term "sexlink" comes from the fact that the parents are Cleverly Chosen to be of colors whose genetics give you all the male chicks being one color and all the female chicks being another color, so any untrained idiot can sex 'em right from birth. (It is otherwise quite difficult for any but a highly-trained professional to tell boys from girls until they are some months old). That is, they are made by taking advantage of a particular combination of sex-linked color genes. Hence the shorthand "sexlinks" to describe the chickens themselves.
I should add, when people say sexlinks really they also mean "...from lines specifically developed for high egg production". Any hybrid (cross of 2 diff breeds) is likely to lay a bit better than either parent breed, but the point of sexlinks is to get really really good layers, so only certain crosses make 'real' sexlinks. Just because the chicks are color-sexable does not, in and of itself, GUARANTEE they'll be great layers, you know? The rest of the background genetics have to be there too.
They can be black or red/brown. Some have funky brand names like Golden Comets or ISA Browns, some are just referred to as black or red sexlinks. It doesn't really matter much, they're all about the same.
Thing is being results of a CROSS, they do not breed true. If you put two White Rocks together you get something pretty exactly like the parents; if you put two Rhode Island Reds together you again get chicks pretty exactly like the parents. If you put a White Rock with a RIR (I forget which has to be the male) you get red sexlinks that don't resemble the parents especially but are all fairly well alike. BUT, if you breed a sexlink to another sexlink, or to anything else either, you get kind of a mishmash.
You can certainly do it of course. And at least for the first generation or two you will still, on average, get birds that are pretty fair layers. But there will be a lot more variation, and they will no longer be color-sexable.
I like buff cochins. Are they a good choice?
If you want to sell eggs for a profit, probably not so much. They will eat more and lay less. So will most individuals of most breeds, compared to sexlinks or white leghorns.
Your best bets, from a profit-loss standpoint, would be sexlinks (which lay brown eggs) IMHO. Or leghorns (which lay white eggs) if you do not mind that they are pretty flightly and whacko. If you want A Breed, but are still doing this with an eye on the balance sheet, it would not be too hard to find a line of Barred Rocks that lay well. There are some other breeds too in which some people keep lines that lay fairly well, but it depends on whether you can actually FIND 'em, you know? And on how much you are willing to do this for fun versus for profit.
Sorry that's so long, I just don't have the energy to go back and edit it shorter (burned one of my typing fingers this morning proving to myself that the car brake that was smoking and smelling burn-y really WAS hot
) Hope it helps anyhow,
And of course DEFINITELY you should get chickens of some sort