Stun darts are easy to make. They are made to be used with a PVC blowgun, but can be used in an air-gun. They only require paper, scissors, tape, a blowgun (if you want to shoot it), and a paper clip or other wire (clothes-hanger wire works well.)
Step 1: Making the Dart
Take some paper and cut it into a small rectangle. Roll that up into a cone and tape it down, so it remains rolled up. Take the paper clip and fold one side over a couple times. Then, cut the paper cone's tip off. Be careful not to cut too much off, just cut off enough to slide the straightened paper clip through until the folded part gets caught.
Step 2: Apply Tape
Tape the protruding paper clip to the end of the cone. Put on a couple layers to be sure. Then fold over the paper clip back towards the cone.
Step 3: Cutting the Cone
Now you need to insert the cone as far as it will go into the PVC blowgun. Mark where it protrudes, and cut that part off. You can now shoot the blow dart at your friends, as it will hurt but is not truly dangerous. If you do get hurt (as I'm sure somebody will manage it) I am not to be held responsible. Now go have fun.