These are extremely easy to make, very cheap and very effective. They work with any voltage battery and are easy to mass produce.

Step 1: Get the Stuff

You will need:
-Matches
-Nichrome Wire - see note
-Some sort of flammable glue (I don't use CA glue because it's too good; can stick ya fingers together)
-Wire cutters
-Random bits of (something) to rest them on while the glue dries

Note: Nichrome wire can be expensive if bought as nichrome wire. I get it as heating element. These are for old kettles and can be found at hardware stores. I got two for $0.50 at a garage sale.
Each element should give you 30-50 igniters.

Step 2: Nichrome Wire

You need to get the wire off the roll and straight.
First, obviously, open the bag. Then take the legs off the ceramic plate. This just makes handling it easier. (You may need a screwdriver and or pliers to undo the mounting bolts)
Then, straighten one end of the wire, to thread it back through the hole it's coming through.
You should end up with something like the fourth picture.
DON'T take all the wire off the ceramic thing. It gets VERY tangled.
After this, stretch out about one length of the wire. By this I mean one of the lengths between each side of the ceramic thing, half a wrap. See the fourth and fifth images.
Now cut pieces of the straight wire, about 7~10 cm. I can make do with 7 cm but 10 is easier to work with, and gives more room for attaching wires (from the battery) to the ends of the nichrome wire. Do this for as many igniters as you want to make.

Step 3: Match Preparation

Using the wire cutters, cut each match about 2~3 mm down from the head. If you cut it closer the head material can fall off. This is obviously no use.
Do this for as many igniters as you want to make.

Step 4: Wrapping the Match Heads

OK, here's where it all comes together.
Take a piece of nichrome wire and a match head.
First, position the match head about a third of the way down the wire. Wrap the wire around the match tightly, just below the match material. This makes sure the match can't fall out the bottom.
Then, wrap the wire two more times (the same way) around the match material. I like to do the last one a lot smaller and at the top of the match head, so it can't fall out there either.
Repeat for as many as you want to make.

Step 5: Glue Them

This is one thing that wasn't part of my original design. I added it to add rigidity and make the igniters stronger, and less likely to fall apart.
This can be done without getting glue on your fingers, but it's rather hard.
Apply a SMALL amount of glue, using the glue's nozzle. You want a blob a little smaller than the match head, then pick it up by the wires and move it around to get the glue to cover the entire wire wrapped match head. You don't need to cover the little bit of stick that is there.
My glue moves lethargically slowly so I find it easier to pick it up in my fingers and use them to spread the glue. This is why I don't use a CA glue.

Step 6: Dry Them & You're Done!

That's just about it. Once you get to here, you can set the one you just made up to dry and start mass producing! It does get faster and easier.
I leave them overnight to dry, usually, but don't feel you have to. About an hour is sufficient, depending on your glue. Just don't use them while the glue is wet or you'll have burning glue dripping everywhere.
Go and enjoy your pyro!

Step 7: Delay

Nichrome igniters have a reputation for having an annoying delay. I will admit that they do, but mine are very predictable, and many pyro substances have a delay of their own.
The delay is also dependant on the battery you use to ignite them. Using a couple of AA's or even an 9 volt will not be as fast as my 12 volt battery, because it doesn't heat up as fast. Higher voltage means the wire gets hotter faster, and that sets the match head off sooner.
Don't go using a capacitor or something, to get like 350 volts, though. It needs to be on for more than the fraction of a second capacitor discharge to heat up the wire.
I really recommend using a 12 volt battery. If you can afford two to make 24 volts, even better. Pro pyros use 24 volts like this.
Here's a video to show you.
By the way, the second click from the switch is when the contacts close, so it's only about 0.6 second delay.

Please don't complain about delays with these igniters. They are very safe. If you have to wait more than 5 seconds I'd say it's time to pull the plug or you might fry your wiring.
Remember to always take safety precautions and keep a fire extinguisher handy!