Wood and Meaning
First thing you'll need in order to make a wand is, of course, the wood. The choice of wood will for a large part decide how your wand will look in the end. Look around the wand shops and on the internet for the color and meaning of different woods. You could also look at the Ogham alphabet, the Celtic tree alphabet where every letter stands for a tree, which is also given a 'general' magical meaning (birch for instance stands for purity and creativity).
You can also decide to skip the research and go right out and just pick the wood that feels right. Being able to pick what feels right is the main advantage of making your own wand and it's what really makes your wand yours.
Harvesting or Buying your Wood
You can either harvest your wood yourself or buy it. In both cases, make sure your wood doesn't have any major flaws; you don't want to go through all this trouble just to have your wand break in two at first use (unless of course you're going for the Ron-Weasley-sticky-tape-look).
Of course, you can't always harvest your own wood, some trees just don't grow where you live. But if you can and choose to do so, make sure the wood you choose is still alive when you take it. Branches on the forest floor aren't there because they're healthy, and it may seem nicer to the tree to pick a branch without leaves, but the lack of leaves is a sign that that particular branch isn't doing too great. Also, be sure to get permission from whoever owns the tree to cut off a branch.
Now, when you've found the perfect piece, you can of course just cut it off. But if you really want to do this right, tell the tree in advance (and no, this doesn't have to be out loud), so it can prepare itself. Then cut off the branch, remove the bark and let it dry for a couple of days (it won't be completely dry after a couple of days, but dry enough to start carving, assuming the branch isn't much thicker than your wand will be). If you really want to do this right, leave a little gift for the tree to show your gratitude.
© Theodora's instructions were taken with permission from costumebeginner.com; however, this website no longer exists.