Once I found a really good idea on how to make inexpensive bobbins from clothespins.
Later I found more very good ideas at Gabriela Marková’s Kumihimo blog, all entries labelled with ‘Equipment’.
You can use those bobbins very good when making you own Kumihimo cord.
Links:
Learn Intarsia Knitting (the clothespin bobbins are mentioned there)
At Gabriela Marková’s Kumihimo blog:
All entries labelled with ‘Equipment’ (English)