I have been making and shooting blow guns for about half a year now, and have had to develop my own darts. I have found that the best darts are simply paper cones with nails or wire in them.
you should start out with a pieces of paper cut to 2" by 2". role this into a cone and tape it. the blow guns I use have a half inch diameter. I have found this to be the best and most effective size. cut the end of the paper cone until it fits snugly in the barrel of your gun but can still be blown out easily. at this point you should cut a small bit off of the tip of the cone. from here you can choose to do a number of things. you could put a nail in the dart (this is powerful accurate and has good penetration), you could cut wire from a wire hanger using snub nosed pliers, and place that in the end and tape it (this is about the same as the darts with nails but it has deeper penetration. you could also bend a paper clip into a horse shoe shape and place that in the end. this preforms the same as the nail or wire hanger darts but does not penetrate (if you do not want to put holes in the walls). these darts are dangerous, so never shoot them at animals, people, or fragile items.