I'm sure you've seen the wands that nearly all Harry Potter merchandise sellers sell. The light-up plastic wands (so horribly overpriced).
Why not DIY? That's my preferred method. Above is my fully-functioning "Lumos" wand. Its obviously not finished. I won't be finishing it, though, because my brilliant 6 year old sister decided to 1) leave the already half-used bulb on for several hours, and 2) tried taking it apart to see if she could fix it before I realized. :D
Below are instructions!