Make a wand that will throw sparks without using a lighter!
Safe to use anywhere absent of flammables and people.

Step 1: Materials

9v Battery (a lighter will work as well)
Steel wool (grade 0000)
Wand-shaped stick

Optional:
black paint or wood stain

Step 2: Details...

For the wand, a heavier wood is better because a lighter wood could get the tip burnt off after multiple uses. Paint the wand, make it pretty, make it look like a wand. If you want a reliable way to mass produce wands, look no further.

Only grade 0000 steel wool will light with a 9v battery. It is the safest to handle (both unburnt and burning) It throws the most sparks and has limited range. Larger grades might be useable, but they are harder to light and throw fewer, larger, hotter sparks farther.

Step 3: Wand Preparation

Un tangle a SMALL AMOUNT of steel wool from a bundle. -You won't need too much to get a good effect. It should be enough to go around the stick about three to five times.
The wool should cover about an inch of the tip.

This is the sensitive part:
First, wrap it tightly around the stick once.
This wrap will keep it from falling off the stick.

Spin the next wrap over top the first one, but leave it LOOSE to allow ample air flow through the mess of steel strands. If it is tight, it will not work well.

The next couple of wraps can file in next to the first two, still loose but not floppy. Floppy makes it burn too quickly.

The finishing wrap should again be TIGHT to ensure that the whole thing doesn't come off at the same time. (although fireballs are cool too)

In general, start and end with tight wraps, and make everything in the middle loose.

Pro tips: The mesh of the steel wool will stick to itself similar to vel-crow. nudge each wrap against the last one so it stays together better. The tighter the wrapping is, the more air it will need. The looser it is, the faster it can burn.

Step 4: Ignite!

To light it, simply touch both terminals of the battery to the steel wool.
Or pass it through a flame.

Light only the very tip of it. (not the part close to you and not the middle)
Supply oxygen and throw sparks by waving it around.

Avoid waving it directly overhead as gravity has a tendency to make things come back down.

Step 5: Troubleshooting

After multiple uses, the battery will begin to die and must be replaced.

Is your battery dead?

It only works the first time. You can't re-use the steel wool.

Are you wrapping the steel wool too tightly? It needs plenty of oxygen.

Is there something smothering the steel wool? If it is dirty, dusty, waxy, wet, it can't get any air. Rust isn't helpful either.

Are you using the wrong grade steel wool? You want 0000, the finest type.

...any more problems, comment below.

Step 6: Why It Works

The battery short-circuits when it touches the wool. Since there is very little electrical resistance in the thin wires, electrons move through very rapidly, heating it up to a combustion point. Oxygen increases the rate of the burn. The wires in the mess of wool are crossing enough that as they burn, they actually cut each other at intersections which throws off small pieces of burning wires. Cool.