I've been obsessed with quilling lately. I'm particularly fond of paper crafts and quilling is something that is really cheap to experiment with, no specific tools are needed. For my first projects, I used tweezers and a big needle. Good, but not optimal. A trip to the craft store yielded a $4 slotted quilling tool...not terribly expensive but I'm cheap, so home to diy I went. Here's what I used:

the biggest needle I had (think it was a canvas needle, doesn't matter as long as the eye is big)
a cork
wire cutters
nail file
hot glue
(the tip of my big needle was was bent slightly, I straightened it with some pliers)

Step 1:

Shove the needle into the cork (about half way or so, so it doesn't shift around). Very carefully snip just the tip off the needle. Use the nail file to sand down any rough edges.

Step 2:

After the edges are sanded, pull the needle back out of the cork, use needle nose pliers. Put a bit of hot glue or some other type of adhesive around the needle opening and put the needle back in the cork.