I needed some small battery holders for a project and although they are not very expensive to buy online the cost of shipping to Canada (and the amount of time it takes) is ridiculous. So instead I made my own battery holders using a glue gun and some bits of metal.

Step 1: Materials and Tools

Glue gun(low temperature*) and glue
Small scraps of metal
Pliers
Batteries (best to use dead ones)
Dremel, cutting tool and mat
Helping hands

*I find that with low temperature glue guns the glue doesn't seem to stick very well making it easier to remove the batteries

Step 2: Battery Stack Holder: Contacts

This holder is for more than one battery, in my case I used two (1.5V) batteries but you can make one that holds more.

Cut the metal piece so that it is roughly twice the size as the diameter of the battery
Bend the metal in half making a 90 degree angle (roughly). You can round the edges of the metal if you want.
If you plan to use the battery holder with conductive thread drill a hole through the middle of one of the sides, If you plan to solder wire to the holder you don't really need to make holes.
Repeat with the second piece.

Step 3: Battery Stack Holder: Glue

Place the negative side of one of the batteries against one of the metal contacts and hold together with the helping hands. (It is best to use a dead battery for the mold since the alligator clip will cause a short circuit).
Glue the battery and metal contact together making sure not to get glue between the battery and metal.
Repeat with the second battery with the positive side against the metal contact.
Trim the excess glue from the face of the free side of the battery as you will want the two batteries to sit flush against one another.

*To help free the batteries from the holder I covered them in a bit of oil (any type will do).

Step 4: Battery Stack Holder: Glue Together

Hold the two batteries together (positive against negative), make sure the metal connectors are on the same side.
Glue the two pieces together.
Continue to add glue so that it is well covered but try to leave one side open for removing the batteries.

Step 5: Battery Stack Holder: Sand and Trim

Pop the batteries out of the holder (it may require a bit of trimming first.)
Use sandpaper and a utility knife to refine the shape of the battery holder.
One side of the holder should have an opening so that you can easily remove and replace the battery, but don't cut away too much as you will want the holder to be rigid enough to hold the batteries against the contacts.
Use a voltmeter or an LED to test it.

Step 6: 3V Battery Holder: Contacts

This holder is for a single three volt battery. For the metal contacts, I used a long flat piece with a bend at the end to fit along the bottom (negative side of the battery). The positive contact fits against the side of the battery. As with the other battery holder that I made, I drilled holes in the contacts for connecting the conductive thread.

Step 7: 3V Battery Holder: Glue Negative

Place the battery on top of the long metal contact so that most of it is touching the negative side of the battery, make sure that it does not touch the positive edge.
Starting from the top add some glue between the metal and the edge of the battery.
Once it cools turn it over and cover the entire bottom of the battery and metal with glue. (see images below).

*To help free the batteries from the holder I covered them in a bit of oil (any type will do).

Step 8: 3V Battery Holder: Glue Positive

Press the positive metal contact against the edge of the battery and apply glue, making sure that no glue comes between the metal and the battery. Also make sure that it doesn't contact the bottom (negative side) of the battery.
Apply glue over the rest of the battery leaving the top free.

Step 9: 3V Battery Holder: Finishing Up

Pop the battery out of the holder (I needed to slide my fingernail between the battery and glue to help loosen it).
Using sanding and cutting tools refine the shape of the holder.
You will want to be able to remove the battery easily yet have it fit snug enough to ensure proper contact with the metal.
Use a voltmeter or an LED to test it.

Step 10: Battery Holder in Use

Here is an example of the battery holder in use. I took my circuit from this instructable and replaced the felt battery holder with the 3 volt battery holder I made here.