How do you make a fishing weight?

Depends what you want to catch and where you fish.

I have been making fishing lures for about a year now, im still new at it. But i use a lathe and make the shape I want (for either a Hula-popper, Crankbait or spook). You have to get eye screws for the hooks and to attach the line to it. For the crank baits, i use plexiglass for the diving beak. You can also carve your lures, I've done that too but it takes a long time. My preferred wood is Cedar and Basswood because it isn't TOO soft like balsa wood and the eye screws hold better in it. All my lures swim great and they catch fish. My carved lures dont look great but they work, the lures I made with the lathe look great! There are many websites that can help with information on making lures (like how tomake them dive deeper, control the wobble that you want it to have, whether you want a tight wiggle or wide wobble ect.).