Like AnnaT, I just use a similar sized dpn. I don't like the metal ones because they're often too small of a diameter. If I'm doing cables on a #8 needle, those little metal cable needles are only about 1/3 of the size. I slip stitches to it and then the stitches tighten up too much. Dpn's are much more handy, in my opinion. Plus I've usually got tons of them floating around.
I made mine out of bamboo skewers. You just cut one do to the size you want, sharpen the cut end and then sand it and voila you have a great cable needle and if you lose it you have a whole pack of them.
I just got a notice that KP is not going to carry the Harmony cable holder! So for those of us who like the straight ones with ridges, it's back to the bamboo. (Which are great, mind you, but just not so colorful!)
Tried those tutorials and they are great! Now I will do one of those "classic" tennis sweaters w/cables all over them but never tried because thought they would take too long w/all the needle handling. As soon as I get thru my wannado list. LoL