After the blowgun is made, I'm too frugal (read cheap) to buy a blowgun and after shooing a blowgun the fun part is designing and making the darts.
I never use duct tape for cones except once on a stun dart and while it is waterproof and durable I find it to be too heavy, adding weight on the wrong end of a "regular" dart. Many of my darts are (flag) wire darts and I have found I can use the brightly colored flag as a cone too. I also use light packing tape on newsprint as cone material and what was once my standard, extruded milk jug plastic (HDPE) for cones that can be colored with permanent markers. It is possible to use the labels from softdrink bottles (1-2 liter) for cone material that is very light, water proof and easily colored with markers and a "free" bonus material.
Lately I have really liked the performance of drinking straw darts with a 6 penny nail for the business end. I wrap a layer of packing tape at the tip to prevent shattering that has proven to be effective. I can use any of the cones mentioned on my nail darts too.
I attach the cone, for the most part now, with hot glue but have used Gorrilla Glue successfully too. If I'm using hot glue on a nail I try to preheat it with the glue gun tip a little so it sticks well. The skewer dart has the tip held with dental floss and Super (CA) Glue. Some have suggested heating the dental floss with a flame to tighten it and that seems to work too but I have not used that technique much.
Some of my dart efforts: