My favorite wand tutorial was this one from Micah C Micah Do.
And another good one was this from majann on Deviant Art.
All you need are some chopsticks (or other wood for a base), glue gun and glue, a variety of brown and metallic paints, and in my case also some shiny acrylic sealer. (My paint had a matte finish and the sealer made it shiny. If you use glossy finish paints, then you can skip the sealer step.) You can also use tiny beads to add some texture, although in the end, our favorites were the ones without the beads.
It was surprisingly easy to use the glue. Especially for the handle part, I found it worked well to pile on a bunch of glue, then spin it slowly in my fingers until it was partially cool and then let it slowly drip toward the end of the wand slightly. It was fun trying things out for different shapes and swirls. With the craft paint I had, I found that 2 coats was about what I needed to get good coverage. I covered each with a double coat of brown. Then when it was completely dry, I went and painted the glue details either in another color of brown or with metallic gold or silver paint.
Edited to add: After making several batches of these wands, I recommend spraying them with a coat of acrylic sealer when they're complete painted. Otherwise, the paint tends to rub off the glue parts fairly easily.
We used the wands as decorations and then the kids were also given spell books. They got some time to practice some of the spells and had a great time pretending to disarm or petrify or levitate each other.
I also heard from several parents that plenty of spell casting practice went on at home in the days following the party.
I don't currently carry wands in my shop, but I do have quite a few other Harry Potter inspired items, including necklaces, keychains, and Christmas ornaments my Etsy shop.
I have lots of Harry Potter inspired gifts and fun things in my shop. The selection is always changing.
See these links for more details about other Harry Potter themed crafts we've done...and be sure to check back because I'll be adding more as I get them written up.