The local fabric store usually has long cardboard tubes from inside bolts of
cloth which I cut into three or four pieces. I have had the best luck
having kids crumple up several pieces of wire and stuff them inside, but
this is expensive if you don't have a donor for the wire.
In place of the wire, my daughter's Girl Guide group crumpled tin-foil into
long sticks which they then coiled and placed into the tubes. It was much
faster and cheaper, but I didn't think the rainsticks sounded as good.