I've made some pretty decent little whistles out of discarded ski poles; use the bottom end where they are tapered for "D" or "C", and the larger upper sections for lower pitches.

When building a low "G" or "Low D", it's time to switch off to brass floor lamp tubing, PVC water pipe, or aluminum tent poles.

The local dump has produced material for a number of flutes and whistles over the years!

The "Clarke" traditional whistles are made the same way they were in the 1840s, and I use 'em for Civil War Reenacting, as well as with Sea Chanties.

Sand the end of the wooden block or "fipple" smooth and soak it with mineral oil to keep it from swelling up while being played.

Those tinplated plastic-fipple "Generation" whistles are cheap, but most of them need serious tweaking before they will play decently. A good one can sound really good for the price though.

A whistle can be a lot of fun and is, as someone has mentioned, very portable.