To make one, you will need,
~A chain, along with the appropriate clasps. (Can be a necklace or a bracelet)
~2 Jump rings
~2 wing charms (I found mine at Walmart for $2, here they are online: http://www.walmart.com/ip/Metal-Wing-Charms/19231824)
~A gold bead
~A little piece of wire
Firstly, you will need to drill a hole in the wing charms, at the far end without the loop. Drill it as far out as you can.
Now that you have your wings ready, bend a piece of wire around one wing loop, curling the wire under itself so it can't scratch you. Then put on your gold bead and bend it around the other wing loop. You now have your snitch.
Cut your necklace chain in two, so that you have two short pieces with a clasp part on each end. Open your jump ring and put on one end of the snitch and one part of the chain. Close and repeat on other side.
Put on and admire.