(Doesn't actually write. Just looks close to a pen) You don't have to use battery holder, you can use a bench-top power supply!
http://www.youtube.com/watch?v=AERfL4Q5JJo < around ten second video!
Helping Hands (optional)
If I use some tools not listed. I will post.
Magnet wire (a lot)
Steel rod (Mine is a 6 inch steel rod) Better if you use iron.
Heat shrink (just a little bit shorter than steel rod. The rod should slide through the heat shrink easily)
Small push button (momentary- Completes circuit when pressed)
Battery holder (doesn't matter size. Just don't use a 9v or it will get too hot. Or use a desktop power supply)
Step 2: Wrapping magnet wire
Step 3: Center heat shrink...
Step 4: Place the switch
Step 5: Make a hole for switch wires...
Step 6: My switch idea.
(You don't even have to put on a switch on the pen.)