We got an empty paper towel tube and a smaller cardboard tube we had saved with our other crafting supplies. I took the ends off a box of Fiber One brownies and cut out circles to be placed on the ends of the cardboard tubes.
Tape one of the circles to the end of the cardboard tube.
Have the kids pick out a piece of construction paper to be glued around the tube.
Fill the tube with about 1/2 cup of rice. (You could do beans or pasta as well.) A couple of the posts I saw said to add a long cylinder of tinfoil to the mix. We just added the rice. The boys really just wanted a noisemaker. :)