Silver-plated copper wire (I used 0.8mm thick wire, which is easily sourced at your favourite online auction website, but you could use any reasonably-soft metallic wire. Just remember that non-coated copper can turn skin green).
Silver-plated "fish hook" ear wires (I also purchased these online. Strangely, it proved far cheaper to buy a pack of five pairs than a single pair. Hundreds were even cheaper. You could use any ear-fixing you like, but I wanted the dangle effect).
Narrow-nosed pliers (I used my Leatherman, but specialist jewellery pliers are available quite cheaply).
A sharp pencil (If you're going to make lots of these, I would recommend sharpening a dowel, since the pencil "lead" can be snapped off quite easily).