for the bodies or the tips?

Nick Gilberts Float Store (plus many others including ebay) do all the materials you will need (other than paint for the float body and glue)
Tips you can get pre coloured in black yellow and orange of varying internal and external diameters depending on the size and type of stem you want to use to go with the type and size of body

hope this helps

Kev

Ive tried making floats loads of times, its very interesting but ive found the materials you buy in model shops are nowhere near as good as the stuff Hillbilly and likes use. The balsa gives inconsistent shotting and all of the paints I used never gave a decent water tight finish. When it comes to humbrol blaze flourescent paints they are not really that bright your better using hollow plastic bristles as someone has mentioned. The most success I have had with homemade floats is making pellet wagglers, I balsa cement 2 inch of bamboo skewer into a 8 inch long 1cm balsa dowell then use a drill as a lathe and glass paper the wagglers into desired shapes, any further info inbox me.

Testors flourescent orange is great for painting tips like stick floats also plasti-kote flourescent orange and yellow in the spray can is great stuff.
Just put your bristles the desired length through a plastic bag and spray evenly.
Body wise I use Hammerite smooth and thin it down to the required consistency and dip my bodies in it.