Making your own smudges is a super easy do-it-yourself project. I made some recently of sage and lavender.
All you need is sage (and/or lavender, cedar or sweetgrass), cotton twine, and newspaper. Wrap the herb(s) tightly in twine.
Roll tightly into newspaper and set aside for a week or two.
That's it! Never mind that my smudges are so long and narrow, I don't know what I was thinking. Let's just call them the Peter North of smudges. You can make yours shorter and thicker like traditionally found in stores. Have fun!