Way back when I was a kid (70's), I used nichrome wire for igniting model rocket motors. I'm guessing it was about 24-28ga with the tip dipped in some sort of ignitable material. We used 6-12 volt battery systems to heat the wire which ignited the tip which ignited the solid fuel propellant in the motors. I presume it is still used in today's rocket motors so you should be able to find it in hobby stores.

0000 steel wool is also very fine and can be used with 1.5v batteries and is dirt cheap. Brillo/SOS pads with the soap cleaned off would work just as well since they are basically the same thing.

I'll have to try out that gum wrapper foil trick for myself! It looks like they were using the same gum as my favourite.
...I just tried it out -- my fingers got real hot before the paper did so I will have to experiment with the proper width of the foil to work with.