My family made wood wands with polymer clay handles to go with the costumes we wore to the release of the final Harry Potter book. You can see directions with photos in my fantasy wand tutorial posted on Instructables.This is a "natural" magic wand. It's roughly whittled length ends in a nobbly bark handle. I actually made it out of a piece of dowel and then added the textured handle. I tried to do this with polymer clay. However, I couldn't get the texture right with clay. So I used a glue-based technique.
Those looking for a more natural looking wand might like this style. It is the style I imagined when I read the first Harry Potter book. The movie wands are, of course, amazing. But I kind of like the simplicity of this one. I created it by using a glue technique to make the rough "bark." For more details, email me.