-Plastic coated electric wire, preferably the cheap and hard wire. There are two types of wires one the one that have thin flexible wire and the ones with thick wires inside. You want the thick wires because the thins wont hold the shape.
-A plier that can cut wire
-A scale (optional)
How to do it: Cut a small strip of wire about 30cm, if you have a scale measure the weight of the wire piece. You want to find the weight per cm.
So if you got X just do X/30 and you will get it, that will give you Y, if you want a 7g CW just do 7/Y and that will how long the wire will have to be. Cut it at the correct size and simply make a small coil with the pencil.
An easier way is to make the wire coil and cut small pieces of the wire till you get the desired weight by testing. If you dont have a scale just put the coil on the string and put it on the yoyo and try doing some 5a till you get a weight that you like by cutting small peices.
It seems that you have to do alot but I did one of these in 4 minutes.