I made a couple, with varying degrees of success, using the eye of a sledgehammer as a swage block. Apart from the advice to anneal frequently and go slowly, with which I heartily concur, I think the biggest key to success is getting some good soft 260 cartridge brass. I went through a number of pieces of unknown alloy from some knife supply company that would crack almost immediately before I got some decent brass from another source.
By the time I got a result I liked, I had learned to only put about 30 degrees of bend at the heel before starting peening. It tightens up pretty fast if you are doing it freehand like I was.
Bigmon,
You posted while I was typing. I used 1/8" thick brass and hammered it out a bit to save material and weight on the finished product, leaving the heel at full thickness before peening in the cup. Patterns aren't hard to come up with, but remember to measure around curve of the tang, not across. Otherwise the tang will end up too narrow.