I used the one you can get from DollyHair for a LONG time, (i think she's changed the actual tool since then) but.. once it broke, it broke for good and it was kinda expensive and didn't last as long as I would expect something that price would last. At the time I was brand new to Customs though, so I didn't really know how to find/make my own.
I scoured the craft stores for X-acto blade handles, trying to find one with a cross shaped opening (most of them seem to be flat), cross shape will grab the needle better. The ONLY one I found was this hot pink retractable thing. Years later it's still going strong, and it was only a couple of bucks.
I actually kinda like that it retracts, cause I can keep the needle in it when not in use and it won't break off. :p
Cookhuman pretty much explained the needle part perfectly, except ill have to try the bag method next time, cause mine go flinging into the carpet never to be found again.. until someday i might step on them xD.