There are two important decisions to make regarding your rune set. Firstly, which runic alphabet are you going to work with? Secondly, what kind of material do you want them made from?
There are several runic systems in use today, and if you are used to working with a particular kind, it is probably best to stick with them. If you have never used any kind of runes before, look at sets in the shops and see which type you are drawn to. Failing that either go online, or get a book on the runes, as you will need to know what they look like.
Runes can be as plain or elaborate as you like. You can collect small pebbles from the beach, and draw on the markings with a permanent marker. This is the easiest way, but does not offer much in the way of job satisfaction.
They can also be made from clay, or even salt dough. To do this, first shape the clay or dough into a large ball. Then break it into even sized pieces, and roll them into flat circles, so that they all look the same. Get your book, or another rune set, and carve the markings on to one side of each piece. If they don’t look right, roll them out and start again. When you are happy with them, either bake them in the oven or a kiln.
Wooden ones are very popular, and lighter to carry around than stone ones. If you have trees in your garden collecting a branch will be easy. Otherwise you will need to go into the countryside or a park. You are looking for a branch that is long enough to cut into 24 or 25 pieces (depending on whether you will be including a blank one, known as the wyrd). Either find a branch which has fallen on the ground, or cut one yourself. If you are cutting one, ask the tree’s permission first, then thank it afterwords.
When you get it home, strip the bark from it, and saw it into slices of an equal thickness. Then you can either carve the runes on the slices, or paint them.
The important thing to remember when making anything magical, is to clear your mind before you start, so that the only thoughts you are having relate to what you are doing. Every act you perform puts some of your essence into the item you are working on. The more time and effort spent doing it, the better it will work, as it will be a part of yourself.