Start by rolling your piece of paper. I like fairly narrow wands, so I tend to roll it tightly. If you want something fatter, that's up to you. Once you get to the end of the rolling, put elmer's glue to hold the roll together.
Close the narrow end with hot glue. Fill with sand through the wider end. I used floral sand. You can use play sand or even clean kitty litter if you'd prefer.
From there you get crafty with the hot glue. They created vines and such at Conjuration. I created neat ends on my sample wand. Then just wide enough for my hand to fit, I made a second band. I did a wrap up one wand and a sample vine on the other. You can't see the details as clearly here.
Paint. Colors and designs are up to you and your creativity. The green on the one wand is all hot glue. The bronze on the other is all hot glue.
Finished products. I put the two wands we made at Conjuration beside the two new ones. The paint wasn't quite dry when we left the con that day, so there are flaws in the ones on the left. Personally, I don't want my wand to be perfect, just fun. I have an idea that I want to try when I get the chance. When I do, I'll show you how it came out and what to do if you want to copy it.