Shafts: sometimes reeds, but mostly woods like willow, ash, etc.  Something nice and straight.
Heads: Sometimes just sharpen the shaft.  Maybe a piece of bone, or even (once) antler.  Personal preference.  I don't yet have the skills to flintknap.
Flights:  I like turkey feathers, nice long straight ones, twisted on the shaft to impart spin (a native American innovation) or goose feathers.  If these are unavailable, pretty much any feather will do, so long as it is long enough and everything.
By dart head, you mean a throwing dart, dart board kind of thing?

Many of the American Indians would use Rose Wood shoots. Then they would straighten the shafts by drawing them through a bone with a  hole drilled in it. On the other hand, nice, straight grained Cedar shafts are wonderfully accurate and durable. I've heard it commented that the Indian would find naturally straight shafts, while the European would start with a large piece of wood and then carve it into a shaft.

But hey, if you don't want to go through the trouble of matching arrow spines, weights, and balances to your bow, check out this online catalog. It's where I get all my primitive archery supplies. They have everything to make primitive weapons and crafts, even kits to make your own stone arrow heads.
http://www.3riversarchery.com

English: yes i did mean the throwing dart head. I had the idea when for sum obscure reason i had a cane and a dart. I found while messin around that the shaft and head fitted almost perfectly into the garden cane.

Look at the 3riversarchery web site or on Ebay

The most common wood these days, and for the last many years, is Port Orford Cedar.  Other things are available, but this is the tried and true wood of tradtional shafts.  It is easy to work with and very resilient.

jeff <> < who loves archery

this is kind of off topic but if you twist the fletching around the shaft of the arrow does it increase distance, speed, accuracy or none or all three?
Sean

It depends on how much you twist the flights.  I think that power is not much reduced, because the spinning arrows will cause easier penetration.  Think of it like a screw.  But I would agree that range is slightly reduced.  This "technology" was developed by east coast native Americans, and they lived (and indeed, still live) in woodland areas, where accuracy is desirable for hunting, and range can be forfeit.

Well obviously you don't need turkey feathers - most feathers will do.  But if there really are no feathers anywhere, I'd suggest paper, leaves, even horn, modern plastic... they all have disadvantages.  Horn is stiff and heavy, paper gets wet easily and is heavier than feathers, leaves tear easily, modern plastics are unnatural, cost a lot, are short and inflexible, and to be honest, they don't look as nice as good turkey feathers.  I used pheasant feathers on one arrow, really long, spiralled.  It was probably the straightest flight I have ever seen.  It isn't difficult to get pheasant feathers near where I live; there are loads of good butchers in the area, and pheasants are a very common sight.