Choosing the right materials is the most important thing to remember. Not just any stick, but one with meaning and purpose. (Disclaimer) DO NOT hurt a living plant to get it. Some suggestions would be pieces from a tree you played in or around when you were young, wood from a broken chair at your grandmother's house the more personal the item is to you the better it function.
Next crafting your wand there is no real guideline here except your intention. Taking the steps to purify it and enchant it properly could take months depending on the moon cycles and weather. To craft mine I chose a section of wood from a rocking chair that I and my 7 younger siblings were rocked in by my grandmother when we were young. Being the oldest I have the first and most memories of her doing this. Next I waited to the peak of the new moon (about 3 weeks) to purify the wood and commit it to Freya the goddess I follow. Then during the same cycle to the full moon, I sanded and worked it to the desired shape and waited for the full moon to charge it. (2 more weeks)
I like to tie bead cages to it using a natural fiber they are really handy for changing out stones and crystals ,here is a Link: http://a.co/cVR7ie5
Wood burning and carving are good ways to put sigils and runes on them. I created a oil (olive) with purification herbs and some of my own blood infused into it, then coated the entire wand. At midnight of the full moon I had my circle ready with all elements represented and I petitioned the goddess Freya to open the wand for receiving the power of the moon I placed a citrine and an amethyst in the bead cage and I tied a green ribbon around the wand as an offering to Freya. Creating a sachet of the same purification herbs I used in the oil mix I tied to the wand as well. Then outside to the full moon light barefoot to stay grounded I drew a circle around myself on the ground and held the wand upright pointing toward the moon and repeated 5x " Fill this vessel with your light, goddess of love make this an instrument of good to show all the power you bestow upon your children." I thanked the goddess and ended it with a little moonlight dance.
I use my wand in my alter spells as the element of water, but I also use it to draw runes and sigils in the sand and dirt to protect and cleanse the area. I have been drawing sigils in the air with it lately and while i cannot see the sigil I can say I feel its power behind my intent.
I hope this was helpful and happy wanding to all