Length and Shape
The longer your arms, the longer the stick you should use. If you don't have an instructor who can tell you how long a stick you need, tuck the butt of your raw cane or dowel into your armpit and extend your arm. Have a friend mark where the end of your middle finger falls on the stick. Secure the stick in a clamp or vise. Cut it with a saw, sand it smooth, sand down any nodes on a cane if present and bevel the edges.
Preserving the Sticks
There is no need to burn your stick to harden it. Still, inflexible materials like wooden dowels can break surprisingly fast if you train hard with them, and bamboo can split. Wrapping your sticks with duct tape in overlapping spirals from end to end may not be pretty, but it'll help them last through more intensive training sessions.