Here's how to build a nice-quality fire staff for cheaper than most places sell them. Costs about 35GBP (for a huge staff) and takes 2-3 hours to construct.
Step 1: Safety First!
First off, I should point out that firespinning is a dangerous activity. You can painfully hit yourself in every single one of those squishy and easily-bruised bits that you never knew you had. You can trivially set long hair ablaze. You can set your clothes on fire. You can set your fuel dump on fire.
It goes without saying that safety is your number one priority. Don't spin lit up if you're not very confident in your own abilities, don't spin alone, don't spin when it's raining and slippery underfoot and NEVER EVER use petrol as a fuel. Personally I only use paraffin (kerosene in the USA) which is relatively safe both to burn and store. Make sure all long hair is tied back, fuel up well away from your performance area, spin off all excess fuel before lighting up, and wear only cotton clothing (or similar non-flammables: leather etc).
Simply put, I cannot stress enough quite how much of a danger the inexperienced firespinner can be to themselves and those around them. This is just a construction guide - while I'm happy to give pointers here and there I'm not going to take responsibility for your own stupidity.
That said, firespinning is a hell of a lot of fun. If you've been spinning glow-staves or broom handles and you're reasonably proficient then adding fire to your act may be just what you want to spice it up a little. Assuming you're still with me, I'm going to outline a fairly quick method of building a staff that will be safe and durable while not breaking the bank.
Step 2: Ingredients
So, on to the required materials.
First you need a piece of metal for the main body of the staff. I used aluminium tubing because it's both light and durable. For your first staff I'd pick a piece that's about long enough to reach your armpit; as this is my third staff I went for an fairly hefty 5'6" in length. Just use a shorter piece if you want. This piece is 7/8" diameter round tubing with 16G wall which I bought from a local Metal Supermarket for £13.43 including tax.
You'll also need a couple of pieces of round wooden dowel small enough to just fit inside your tubing. I used 30cm of 18mm dowel that I bought from a local timber merchant for 40p, then cut in half.
The grip came from a local sports store, and is designed for tennis rackets. Each pack has three lengths (enough for three rackets) - you'll need two lengths. This was reduced (end-of-line) and cost £2.49 per pack.
You'll also need some random hardware - either two or three screws for each end. I used 8mm x 1.5" wood screws but this will vary depending on how much wick you'll be using. Either guess or wait until haldway through construction before buying. Don't worry, I'll tell you when :-) You'll also need some washers to reduce the pressure on the wick and make it look nicer - ask for 'cup washers' and you'll get some like these. The screws and washers together cost me 85p.
Finally, and most importantly, you'll need some wick. I used Kevlar/cotton blended wick from Firetoys UK. For a standard wick you'll need between 50cm and 75cm per end of ~80mm wick, but I went wildly overboard and used a whole metre of 100mm wick on each end. 2 metres of 100mm wick cost me £20.88 including delivery.
Total materials cost: £38.05 for a truly enormous staff. Contrast with Firetoys' cheapest staff: £33.95 for a 1 metre staff with 70cm of 50mm wick!
You'll also need a screwdriver (or electric screwdriver for the lazy), power drill and (optionally) a soldering iron. A hacksaw will also come in useful if you can't persuade shop staff to cut things up for you.
Step 3: Grip
The first thing to do is attach your grip. First, mark the centre of your staff with a permanent marker or CD pen. This is easy to find: just find the balance point of the tubing by balancing it on your finger and mark around that spot.
Next, attach one end of your grip at the centre of your staff and start winding it around towards one end. With my grip one end had a tiny self-adhesive pad to help this: otherwise just use a tiny bit of electrical tape to secure the end. Wrap the whole length around the staff (overlap each wrap so the edge of the previous wrap is about halfway up the tape) and secure the end with a few turns of electrical tape.
I wrap with about a 50% overlap - overlapping less will give you a longer grip that is slightly thinner, and overlapping more will give you a shorter but thicker and more padded grip. Adjust to taste :-) Using self-adhesive grip tape is also a possibility, but it becomes much harder to adjust. If you're using this type of grip, make sure you apply it right first time!
Step 4: Grip: Part Two
Now you have the first section of grip attached, stick the end of your second length of grip to the centre of the staff. You can then wind it around the staff as before, securing it at the end with more electrical tape. Finish off the grip by wrapping some more tape around the centre of the grip - this will both hold it together and help you see where the balance point of the staff is easily when you're performing.
Feel free to use a contrasting colour of tape if you want - black was all I had to hand.
Step 5: Wicking
First a quick safety note: please be very careful when handling the wicking material as it contains fibreglass, which can be extremely irritating to skin (the fibres can cause tiny cuts which hurt badly). Try not to handle the wicking too much or touch it with a stroking motion as this exposes you to more of the fibre ends. If you feel more comfortable then wear some protective gloves for the last few steps. This also applies when drilling the wicking later on - don't handle the swarf directly!
Cut your wicking to length, then use a short length of tape to attach it to the staff at one end. Wrap the wicking around the staff tightly, remembering that the tighter your wicks are wrapped, the better (they'll last longer if no air can get in to allow the fuel to burn anywhere except on the surface).
Once you get to the final wrap, turn back the last inch or so of wick to form a seam - this is important to prevent the wicks fraying and unravelling. Hold the wick in place with a couple of lengths of tape, and wrap the other end.
This is the point where you should go and buy your fixing hardware if you haven't already done so - measure from the centre of the tubing to the outside of the wick and use screws screws of this length (to the nearest half-inch or so).
Step 6: Wicking, Part 2
Optional: Use the soldering iron to burn holes through the first couple of layers of wicking to help when locating the drill bit. This makes drilling slightly easier, but is by no means essential. Be careful not to burn the tape with the soldering iron, or your wick might unravel.
The next stage isn't very well documented in pictures, but at this point I moved everything to a friend's house to use his electric drill. Your basic aim is to drill through all the layers of wicking and the tubing, then insert the dowel into the end of the tube and fix the screws into the dowel. This will hold the wicks tightly while ensuring they can't slide up and down the staff. After a couple of failed attempts with a cordless drill I moved onto a high-speed power drill with much more success. The wicking can stop a drillbit dead if it's not going fast enough, so persevere and you should get there just fine. Don't forget your eye protection!
Once you can look down the tube and see the end of the screws sticking into the tube, just back them out a little bit, insert the dowel and tighten the the screws up until they won't go any further into the dowel. If you want extra security you can repeat this process on the other side of the wick, but I didn't bother. Remember to check that all your screws are tight before performing! You wouldn't want a wick to fly off and hit somebody.
After repeating the process for each end, just rip the tape off and you're finished!
Step 7: Conclusion
If you've been following all the way through you should now be the owner of your very own home-made fire staff! Soaking the wicks in your chosen fuel for an hour or so before your first performance/practice will ensure that the fuel reaches all the way into the wick without being restricted by soot from the first few burns, and this should help them last longer. After you finish your burn, keep spinning the smouldering wicks until they stop smoking, then again until they are cool before soaking them in fuel again and letting them dry out in a well-ventilated area. Do not extinguish smouldering wicks in fuel.
I hope you enjoyed my first Instructable. Enjoy spinning responsibly! :-)