While you can purchase these pretty inexpensively, like the one pictured here, you can also make them very easily with some wire and few hand tools.
*About an inch or so of wire (depending on how long you want it to be)
Chain or flat-nosed pliers
*The length and diameter of the wire is up to you. If you are working with something like pearl beads, which have small holes, then you'll want to use thin wire such as 24-gauge. If you are working with larger beads, such as 6mm gemstone beads, then 22 to 20-guage works well. I'm a big fan of 21-gauge because it's sort of in the middle and fits many sizes of beads. Go with either dead-soft of half-hard, again depending on your preference. Both will work.