If you want, they are very easy (and cheap) to make. If you prefer fur, pick up a rabbit hide at a shoot or redevous--they come in all sorts of colors. Can probably find one on e-bay or with an internet search. If you prefer feathers, go to a craft store like Hobby Lobby and find the feathers, get a pack of the real fuzzy ones for a couple of bucks, and peel them. You will have some rejects, and you will have to apply your own glue, but they work just as well and cost a lot less.
Forget the glue! Even if you don't like it for fletching, this is an application where fletching tape is absolutely the best thing since sliced bread. No glue getting all over the tracer (glue can really mess upthose nice marabou feathers, real quick). No clamping the tracer in place and waiting for the glue to dry. I spiral on the tape about 1/4-3/8" wide on the arrow, peel the backing and then spiral on the feather or fur. Dab of glue at each end of the tracer and you're done.