WizardofDark has good information as I have come across similar information in my readings on making wands. Another take on making wands is a short exerpt which is "The Magic Wand" that comes from a larger work titled "The Practice Of Magical Evocation" by Franz Bardon. You can google this short exerpt and, a good one that will pop up to download if you want, is a pdf file at esotericonline.net. The work is short about 11 pages I think.
I made my own wand using mostly Franz Bardon's writings as my guide but, not the outside decorations, for instance, I carved out a clockwise spiral on the outside of my wand and, in the spiral groove I inlaid a jeweler's 16 gauge silver wire from the handle to the tip(I used a piece of string to measure the length of silver wire I needed), and glued the wire on with "Guerilla Super Glue." I selected Hazel wood for my wand. Choose what you feel. If you really search the internet, you will find websites that sell any conceivable wood in a dowel shape (a long cylinder shape), including ebony.
An inexpensive way to quickly make your own wand is choosing Willow as your first wand. Franz Bardon mentions it. Anyway, you can find one easily by any creek or river. Many websites state that once you find a branch that you want to cut, ask the tree for its help, the reason for the branch, just a short little meditation to respect the tree. Then, cut your willow branch on a Wednesday evening, hopefully in the Spring if you can, the length is to be a little longer than your custom length of the inside crease of your elbow to the tip of your middle finger. At the cut, on the tree, put some mud on it to heal it. Then, leave a little token for the wood sprites like a dime or, a cracker with honey(hey, this is not my suggestion, I read this).
Anyway, what I did next was very hard to do, it was slow going, tedious, meticulous work. I did it because I had the time, the tools, some extra money and, I understand it is supposed to enhance the energy channeling of the wand so, I used a 9/16 in. wide, 16 in. long drill bit I bought from Home Depot and drilled out or, cored out, a 12 in. long hole to fit in an inexpensive copper tube( also bought at Home Depot at the A/C section) if you do buy a piece of copper tube do not buy the end caps. Use mud or clay as end stoppers. This works good. Anyway, I stuffed the copper tube with amber powder, this copper tube and amber powder is termed a "condenser." You probably know this already by the first Harry Potter movie at Diagon Alley at Olivander's Wand Shop where Harry finds out that the wand that likes him contains a Phoenix feather in the inside middle of the wand. At the tip, I used "Guerilla Super Glue" to glue on a clear quartz crystal I bought in the internet. This looks much better than tied on with wire. Also, for minor mistakes of wood-drilling, wood-carving or wood-burning (I did all three), you can use wood putty to cover up. I carved several different occult symbols on the wand for example a pentagram, hexagram and septogram. Get it? 5,6,7 star points? I wood-burned a celtic knot design all along the the length of the spiraled wand. I carved out the Alchemy symbol, the rosey-cross sigils of the four Arch-Angels appropriately placed on the wand (East on top, South to the right, North to the left and, West below the wand as I extend the wand in front of me), and wood-burned some latin statements. On the handle I copied a Rosey-Cross mandala on it that I found on the internet. I am also a leather-crafter and, I made a leather handle cover, to fit over the Rosey-Cross picture. On the leather handle, I designed a Unicorn on one side and an Eagle on the other side. Just for fun.
I hope this helps and is not too much information. I am just trying to give you some ideas of what you can do with making your wand if you want to be creative.