The weekend before last, I purchased a wonderful instrument from a woodcrafter at the Philadelphia Folk Festival: a handcrafted wood Triple Kazoo (three holes covered with vibrating material... quite stentorious!). The crafter had used plastic from shopping bags, instead of paper.

For the comb-and-paper technique, I used to use waxed paper and a fine-toothed comb such as the tortoiseshell described above, or a small rubber comb.

Another method of construction is to take a cardboard tube from gift-wrap, cut several small holes along its length, cover these holes with plastic or paper, and hum into the opening at one end (the opening at the other end should be narrowed, perhaps by covering it with paper with a small hole in the middle; but don't block it entirely). The tube can be painted or covered with the gift wrap to enhance its appearance.

For your band, I suggest employing some of the same "moves" used by the Big Bands of the 1930's: choreograph the movements of the band so that certain sections stand up to perform solos and then sit again; have the band members sway their kazoos back and forth as they play; and so forth. I can just see them now, swinging to the strains of "I Got a Gal in Kalamakazoo"...