I had made some stamps from sticky backed fun foam-get it in the children's section of a craft store. It is easy to cut with scissors, rotary cutter, or Exacto knife. Peel the paper backing off and attach to foam core or anything else.
Barbara at www.joggles.com has a free video showing how to use it-sorry I lost the direct link. She also uses a needle to texture and change the stamp. I remembered the metal embossing set I have and used two of the wheels to change my stamps to the ones on the left-more interesting.