If wanting to make your own, I suggest picking up the book Paralies by Joshua Quinn...here: http://www.penguinmagic.com/product.php?ID=1928
It's also a great book filled with some great mentalism material, I was not disappointed.
Here's what I'm referring to:Thwarpie
A practical, reliable Sharpie TT writer that you can make in about five minutes, using items you probably already have around the house (provided you're a magic geek who has a spare TT lying around).
Seconded. Paralies has some jaw dropping efects in it. They are pretty much all practical for stage and close up and some can even be done over the phone.
The Thwarpie is a great little tool and once you know how to make one you never have to worry about refills or anything like that again.