I just finished my menorah, and it's quite snazzy. actually, i spent the afternoon with my nieces and nephews, and everyone made their own. I got the supplies at Bauhaus- I think for the piece of wood, i spent 3 euros (they'll cut it to size, and they have scraps of finished wood too that are pretty cheap- just ask them.) Then, i bought some glue (quite a bit more expensive here than the Elmer's glue that i'm used to- 5 euros!!) and i bought metal nuts= a packet of 15 was 4 euros( if you buy a packet of 4 nuts, it's 3 euros, and the 15 pack is one euro more.) A little paint, a little glitter, and my menorah's looking good. the kids had fun making theirs, too

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You can also hit KaDeWe or any other department store toy department, and buy some clay and make a menorah that way.
My favorite college menorah was fashioned from upside-down coke cans in a row with tealights - and for the shamash, just stack 2 cans.