First, it depends on your throwing style, there is the front weighted, the back weighted and the no spin styles. Ideally, if you don't know, or if you use different styles, you want the blade balanced where the hilt meets the blade, or on the crossguard if it has one. To make one depends on the style, wood suffices, but if you miss alot, I suggest using oak or other hardwood, pine works for cheap and is easily replaced which is good because it easily dents. You can wrap in string/rope and then seal it with epoxy or just paint if you have it. I prefer no handles, but sometimes I use them to change the weight of my bo shuriken.
Death comes for us all. We can only chose how to face it when it comes.