for my practice dart, I used an old naruto kunai style throwing knife (with a nice small ring pommel) and then tied it to 5m of paracord, and then tied a monkey-fist knot packed out with a large marble. the kunai is on a screw-lock mini carabiner, so i can take off the blade and use the monkey-fist end for practice. it cost me all of about £12 to make, and it is better, more accurate and nicer to use than my purchased wushu rope-dart that cost me around the £30 mark.
if you are a beginner then i would suggest using a hollow pole or gloves to grip the rope to allow the rope to slip and prevent blisters. a flag is also valuable to help you manipulate the weapon and feel the lines of the spin with increased control, a 30cm squared piece of silk from a ladies scarf works wonders!.
BE CAREFUL WHEN PRACTICING SHOOT TO STAB TECHNIQUES WITH A LIVE BLADE this is, of course, VERY dangerous, but your too grown up for this lecture if your grown up enough to swing blades around on ropes ;) x