I just found this very cool site that gives instructions on how to make your own wand out of a sheet of paper, a glue gun and some paint!
These could pass as film props. Check out the amazing quality!
I gotta try this myself and post some pics. Until then, enjoy the above pics of wands made by various other people who followed the instructions found here.
UPDATE April 1st 2009 (No, this is not an April Fools Joke): It looks like they started charging to download the instructions. Only $1.25 or so but still not too cool since I've been advertising for them for free all these months. Well, be warned but the jig is still pretty freaking cool, and not too expensive considering..