The first, most time consuming, and most important part of the flail is the bludgeoning head. For an easily accessible touch of style, I would suggest using a reinforced juggling cube. A 5x5x5 cube made up of 0.25 inch ID 16 awg links. For added strength, you may want to double up each link. This will not make a good juggling cube (it will be too stiff), but it will make an excellent bludgeoning device. If it is at all possible use stainless steel links in your cube for durability.
You need to make a choice of metal for the shaft of your flail. You can, of course, opt for wood, in which case you can follow the instructions given in the pattern for the poorman's flail. The wood will, however, wear much more quickly with a steel bludgeoning head. Another choice is steel. You can obtain galvanized steel rods at nearly any hardware store. You will want something at least 1" in diameter and at least 24" long. You will need to have access to a drill press and a thread tap. Drill and tap one end of the steel rod with either 1/8" NPT (National Pipe Thread), or 5/32" NPT.
If you use steel, you have to machine tap the hole, but if you use an aluminum rod instead, you can use a hand tap to make the threads. Once the threads are made, make sure you remove any burrs left over from the process. You will be able to find a standard threaded screweye to fit your rod in any hardware store (you should probably find a screweye first and then drill and tap to fit instead of the other way around).
There are many way to make sure that the screweye will stay securely attached to the steel (or aluminum) rod. You can weld in, or use permanent lock-tite (a liquid sealer), or a high shear-strength epoxy, etc...
If you wish to use chainmail links to connect the cube to the shaft, simply follow the directions given for the poorman's flail with stainless steel links. Otherwise, simply buy a length of high rated steel chain from a hardware store.
Be sure to attach the chain to one of the eight corners of the cube. You may want to add extra links to both the cube and the chain at the attachment point.
Once you have made your flail, please exercise caution. This is a dangerous weapon, and one wrong swing could break a bone (or worse). For practice I would recommend starting with a wooden flail and moving up to steel once you are confident with your abilities.