A few years ago I started making brass aglets for the dozens of points I need to keep all of my clothes together. I made a post about it over on the Project Archive, but I think I need to have it here too.
I needed to have aglets that were narrow enough to go through eyelet holes, which are a hard thing to find. I turned up a couple of resources that showed me how to make them myself, and set about doing it. The images and video below show the process I used to create them. Each aglet is cut from .010″ sheet brass (I got mine here). When I took these pictures I was using aviation snips to cut the brass, and you can see the marks they left on the edges. I later found that I could cut it just as easily with plain old scissors (not the good fabric scissors, please!) and get perfectly smooth edges. I also added a pair of nylon jawed pliers to my tool kit so I could form the aglets with a little less marking up of the metal. The needle nose pliers (with the edges filed round) still come in handy for when I need a little extra pressure.
If you plan to sew your aglets on, punching the holes before forming is much, much easier than trying to punch or drill them afterward. At this point I usually glue mine on, though. I soak the tip of the lace with white glue and form it into a point. If possible, I shove it into the aglet at that point and let the glue dry. White glue is good for keeping the lace from fraying, but not great at holding the aglet on. Once the white glue is dry (and the end of the lace is shaped to fit exactly inside the aglet), a drop of E-6000 does an admirable job of holding it on. I still try to avoid yanking too hard on the aglet, but I very rarely lose one.