Just like an outfit can manage to look utterly wrong without the right pair of shoes, a number of costumes in cosplay fall short without the appropriate weapon. There are a number of places to buy the right weapon for your character; however, you went through all the trouble to make your costume, so why not take that extra step and make your weapon too? It is not as hard as you might think. To illustrate the steps, let's make Donatello's bo Staff from the Teenage Mutant Ninja Turtles.
Scale your weapon. To do this, get a clear picture of the character you will be playing and the weapon. Measure the height of the character in the picture. Donatello comes out to six inches. The person wearing the costume is 66 inches tall. Thus, your scale is one inch on the paper equals 11 inches in real life (66 divided by 6). Measure the weapon. The staff comes out to 7.5 inches, so multiply by 11 for the real life scale: the staff should be 82.5 inches or approximately seven feet long.
Collect your materials. Two things to take into account when picking materials are budget and durability. As a one-time use piece, you do not want to spend a lot of money on this weapon, nor does it matter if it only survives the night. For those reasons, paper towel rolls, clear plastic tape, and medical tape are good enough. Budget your time, too. Not all cosplay weapons are this simple, so be sure to allow yourself enough time for paints and adhesives to dry. It is also good to have extra supplies in case of accidents.
Assemble your weapon. For Donatello's bo Staff, select a paper towel roll and wrap it up almost entirely in white medical tape. This makes your center grip. Add paper towel rolls end to end and secure them using clear plastic tape. This allows the brown to show through and does not cause the change in colors that you would get from using masking tape. Continue adding one roll to each side until the entire length of the staff is approximately seven feet. This should require a total of about seven paper towel rolls.
Check the weapon rules of the convention or other location of your cosplay event. Not all objects are allowed. This information will be available on the website for the convention.
Just because a material is more expensive does not necessarily make it more durable. See Cosplay.com for some discussions of commonly used materials in weapon making.
Hitting people even with fake weapons can cause injury. If you are going to use these weapons for fighting demonstrations, either pad the weapon or wear protective gear.