You people bring matches for Mikey?
I've seen lots of pages out there on making squibs or e-matches, but all of them used some method of making some chemical goop and then dipping your wires in it. I didn't want to mess with making goop, and I didn't want to mail order a bunch of chemicals that make the goop. So far this method that I'm using has worked very well for me, and the only "exotic" thing you need is the nichrome wire.
What I'm using is 22-24 gauge solid pair wire, little tiny gold tubes, regular paper matches, and nichrome wire. I happen to have rolls and rolls of the wire, but I'm sure pairs pulled out of cat5 cable would work well. The tubes are .081mm "beads" that I picked up from Michaels craft store. The matches just came from the grocery store. The nichrome wire was the only thing I had to get mail-order, and you can get that off eBay from lots of model rocketry clubs.
To make the squibs cut a length of wire about a meter long. (I made them shorter a couple times and all you end up doing is wasting time wire nutting longer leads onto them.) Cut one end staggered or offset by about half an inch and strip the ends.
Thread two of the beads onto the nichrome wire while the nichrome is still on the spool. Wrap the end of the nichrome 3 or 4 times around the short wire in front of the match, then slide a bead down over the bare wire and crimp it in place. Then proceed to wrap the nichrome around the match head 3 or 4 times, then up to the other bare wire above the match and wrap that as well. Slide the other bead down, crimp it, and cut the nichrome to length.
If the matches don't feel like they're going to stay in place from being twisted into the wire, you can always wrap some tape around them to secure them.
I have been making my squibs this way for a couple of years and it has been extremely reliable for me for setting off my fireworks from my iPhone. It's very cool to be able to sit in the audience and watch the fireworks show from their perspective.