Yup. Brass wire, clippers, a small hammer to flatten the end and files or Dremel to sharpen the tip.
Or if you sharpen the wire to a point before thwacking with the hammerit usually produces a leaf-shaped spearpoint. I find it slightly easier that way. In 15mm scale I use 0.8mm brass rod, from railway model shops. Less bendy than some wire types.
Paddy649, you should be working! I have had good use of xyston spears but without sending an order in they are sort of expensive at the very least I have FIASCO or Recon coming up and thought there might be someone who can sell me some there. Arcane scenery (never heard of) will send me some by post. Has anyone ever used them? Without the puns this time please.