-Used steel casings for 7.62x39. These are generally more efficient seeing as how they're steel. They're also very cheap and plentiful.
-Black Cat fireworks. You only need to extract the fuses from these.
-Sparklers, yes the little fizzly kinds you play with as a child.
-Birdshot, you can buy this in bulk and it makes a great shrapnel.
-Toilet Paper, a good way to wad it all in, increasing compression and also maintaining fuse position within charge.
Let's break it down Barney style.
Take your sparkler and remove all of the paper. Roll all of the nice blue flash powder out on to a piece of paper with the center folded, pour this into the empty neck of the 7.62x39 cartrige. Repeat this step for your buckshot. don't add too much.
Now, place your black cat fuse into the charge, make sure it's going to contact powder, this isn't a precise science though.
Take enough toilet paper to plug your damn nostrils with and shove it down around the fuse, compressing the shot and flash powder.
Take a pair of sturdy pliers and carefully crimp the neck of the cartridge down around the fuse, not cutting the fuse, but allowing the charge to compress behind your crimp fold and subsequently exploding on ignition.
I don't need to tell you that black cat fuses are incredibly volatile and unpredictable. These little things are comparable to a quarter of a hand grenade and should not be played around with. The concussion in an enclosed space alone would be enough to kill you. Be safe and have fun, /k/.