Step 1: Shafts
The first thing you'll need are some bamboo shafts. These are available at Lowe's (or other big box stores) as garden stakes. I prefer Lowe's simply because they sell them individually and I can pick through and get the best.
When selecting them, look for reasonabley straight 4 foot stakes about 3/8ths inches in diameter. They should still have a shiny yellow appearance, if they are faded and grey, pass them up.