Wait, if you don't even know what they're used for they how can you want one?
Bah, anyway pendulums are used for very simple divinatory work typically relating to a yes/no question. You can totally make your own because they're really just a weight that dangles. "Actual" pendulums tend to swing nicer, but a necklace is an incredibly common impromptu pendulum and my boyfriend has successfully used a shower loofa on a cord, so you can apparently be pretty generous in what can and cannot be a pendulum.
To use one you hold it so it is hanging and ask your question, and then the pendulum will either swing in straight lines or swing in little circles. One direction means yes (frequently up/down and clockwise) and one means no (left/right and counterclockwise). Some practitioners have a special mat with arrows and stuff labeling all this and they hold the pendulum over it. Different people seem to have different specific ways of going about it, and I always just ask my pendulum a yes question and a no question before starting. That way I can see how the pendulum expresses "yes" and how it expresses "no" and be pretty sure of my interpretation of its swings in the actual reading.
Pendulums used in divination are wonderful for answering simple yes and no questions. They can be used to answer more complex questions if the user is willing to put in the work to make the pendulum cards.
Most pendulums are a weighted object or bob suspended from a string or chain. You can make your own or purchase one. Many stores carry them, even home improvement stores as the pendulum is still used in construction, it is called a plumb bob.
The mechanics are simple enough. A long sting, roughly 12 to 18 inches. A weight for one end, paper clip, stone, bead, ring, etc. The trick is to make sure that what ever use for a weight is well balanced by the string. A stick tied to the end of a string and hanging at a 45 degree angle is far less accurate than a ring suspended from a string and hanging in line with the string. Your string should be strong enough to hold the bob. Thread will work with a paper clip, not so good with a quartz crystal. Some people feel there is a need to add a bar to the opposite end of the bob. They feel there is an increased risk of the user conciously or subconciously moving the pendulum to suit their own desires. With a bar at the opposite end of the bob the pendulum can be suspended and will work free of manipulation.
It is best to use a pendulum in an area where there is little to no air movement, this will keep the pendulum from moving with the air flow. Often a heavy enough bob will disperse that issue unless the air is moving fast.
Once you have your pendulum it is time to start. Cup the pendulum in both hands and speak a prayer over it so that your breathe covers the pendulum.
First you must orient yourself and the pendulum. Warm ups if you will. Ask the pendulum which direction is yes, it will move in the appropriate way. Ask the pendulum which direction is no. Now to assure yourself it is working properly you may ask it a few questions you know the answer to, such as Is my name Fred? Am I a woman? Do I hate cypruss trees? Now you are free to work with your pendulum. You may notice strange circling, this often indicates there is a problem with the question you just asked or the pendulum's ability to answer it.
Pendulum cards are used to ask a pendulum more complex questions. Write all possible answers on the card or cards and ask your question. It is best to use a half circle fan layout for the answers the pendulum will follow the line of the answer on the card. http://www.crystalinks.com/pendulum.html has some good cards that you can use use as an example or as they are.
You can locate items with a pendulum. You may suspend the pendulum over a map to find a lost cell phone or over a drawing of your house. The hardest thing with this is you often have to work from a large to a progressively smaller area.