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Picture of Cola Pen Construction From Arizona Wood And SF Cans at Techshop
This instructables shows the steps to create a cola pen with 

1) a pre-sanded wooden handle (see instructable on material selection for cola pens for more info)
2) cola can nib
3) electrical tape to join the nib and the handle

The word NIB is used in this instructable to mean the writing tip of the cola pen (ie NIB = writing tip)

These cola pens are made with cans that are very sharp.  Be careful. not for <18
I made it at Techshop and Submitted by SFlettering for the Instructables Sponsorship Program

Step 1: Sanded Wood From Dead Or Down Arizona Juniper

Picture of Sanded Wood From Dead Or Down Arizona Juniper
Here are the handles that were pre-sanded earlier.
There are 2 main ways to make a cola pen when joining the nib to the handle

1) use electrical tape and fold the cola can nib "around" the wooden handle (method selected)
2) make a slit in the top of the wood with an axe or knife  and slide the cola can into the slit 


TIP: when choosing the nib width and style consider matching the relative size of the writing tip (the NIB) to the handle selected for use.