I usually make my own coiled wire end caps using either a wire coiler or a suitably sized knitting needle. That way I can make any size I like including for double corded necklaces.  I tend to use 20G wire but you could also use much thicker (and stronger wire) as shown in the first link below.

Some people also use chain nose pliers to make conical ones.  But for larger conical end caps, use both parts of the pliers together as shown by the Wigjig people.   Their tutorial page also shows 3 other ways to make these coils including one which uses a pin vise! Neat!

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Original Post by THE BEADING GEM
Jewelry Making Tips - Jewelry Business Tips