I walk in the woods near where I live, find a good candidate for a walking stick. Cut that down, trim any branches off with my saw. Then I get my knife out and "skin" the stick, remove all the bark. Let that dry for about 2 weeks, then it's on to the sandpaper. Every stick I make probably has 3-4 hours of sanding put into it. Then totally get the stick completely dry (hopefully it doesn't crack, sometimes it does). Then stain it a good color and there you go.
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Here's an example of my own personal stick, I made this thing about 4 years ago and she's still kicking. But it's become a hobby of mine. In the past year I've probably turned out about 40-50 sticks.
Also, sanding on a stick(by hand) for 30ish minutes is a helluva workout. No joke.