Wacom and N-Trig are the established brands in stylus-on-screen, and I've had incomplete satisfaction from each. Another competitor should drive technical improvement forwards.
I took the felt ink-reservoir thing out of an old felt pen and washed the ink away, then cut a hole in the side of the pen and of the felt thing, so that I touched it when I held the pen. Do-it-yourself capacitative stylus, as long as it's moist - keep it in a little jar of water. This doesn't work on Wacom and N-Trig, but does work on the kind of screen that works with fingers and not if you're wearing gloves. (I think you'll also need to cut a hole in the glove so that the felt thing touches your finger.)
Actually, you can get capacitative gloves now, I think. Better if they have a stylus built in, perhaps?
You might also be able to freeze a frankfurter sausage and then sharpen it to a point, but that's hypothetical. And it freezes onto your finger.