I just recently made nail darts today using nails, a cone made of magazine paper coated in duct tape, and a wooden bead on the end of the nail to stabilize the cone. I haven't tried it out for range yet, but accuracy wise, it works great! At 20 PSI on my smallest rifle, it lodged itself permanetly into a brick of foam with deadly accuracy.
By the way, has anyone tried transforming a nail into a mini arrow/bolt? I tried today using a breakaway sabot, but I don't want to test it inside, and I've somewhat run out of sufficient open field space...
Also, Chaos, how do you sabot your arrows and bolts?