I like to use a 1⁄4"-diameter brass rod (available at hardware stores) to make classy-looking shelf supports, cutting them to length with a hacksaw. I round the ends for easy insertion and a finished appearance. The best way to do this is to chuck a pin in a handheld drill and then round the end against a grinder or disc sander, making sure the rotation of the drill opposes the rotation of the wheel as you move the drill in an arc. You can also round wooden dowels in this fashion for use with utility cabinets.
