For the weight at the end I used various beads from the local hobby shop, for the attaching wire I used leads from a various components (a leg from a IN4148 diode worked quite well)...

By varying the bead weight and the length (and diameter) of the attaching wire, you can actually tune the sensor to some degree...

The sensors were attached to door and window frames and resulted in substantial improvement to detecting any attempt to gently pry open the door or window...