I use a bobbin winder and many storage bobbins. Instead of purchasing expensive bobbins for my spinning wheel, I purchased storage bobbins. The ones I got 20 years ago are really nice and sadly no longer available. But there are certainly other options available.
The styrene spools from LeClerc used by weavers for sectional warps are great. They usually sell for about $3.00/each, certainly a cheaper price than a bobbin for a spinning wheel.
An even cheaper option is the cardboard spools for use with sectional warping. You can buy them for less than $10.00/dozen, an even cheaper price. I used to buy them from Robin & Russ, but they're now (sadly) out of business. You might also look into using the empty spools from ribbon from a yardage store.
But any of the plastic bobbins that are used in boat shuttles can also be used. My initial reaction was that they don't hold enough -- but if you're using them to ply with they're fine. Especially if you're making a multiple element yarn (say a 5-ply).
You might also check with your neighborhood yardage store and see if you can acquire some of the spools from their ribbon. I'm not talking about the little skinny spools, but the ones they use for the fancy, wide ribbon. As long as you're not winding a damp flax thread on, they work fine.
Of course the secret is how do you wind these storage bobbins. You use a bobbin winder. Most weavers have one (or three), but so should spinners.
The first bobbin winder that I got was one that I got from Harrisville Designs. The reason why I like the one from Harrisville is that it has a split shank. This allows you to either widen the shank by inserting a screw driver and opening it up more or narrow it down with a pair of pliers. This allows me to use it with a variety of bobbins. An example of it can be found at: http://www.harrisville.com/html/accessories.html. The description does not mention the split shank, so you should confirm that.
There are a whole variety of bobbin winders out there, but most of them do not have split shanks (as far as I know, the Harrisville and Alden's are the only ones). The other ones can be built up (if necessary) with masking tape. The problem is that even mass-produced bobbins can vary in the size of the hole and any slippage is tiresome.
Another option is to use one of the double-end bobbin winders. These are often used with end-feed shuttle pirns, but can often work with whatever kind of a storage bobbin you're using. An example of one can be found at Schacht
Last year I got one of the bobbin winders that Alden makes: http://pweb.jps.net/~gaustad/winding.html. It's really nice and a joy to use.
Winding onto storage bobbins can offer a lot of advantages. I wind my storage bobbins with the bobbin winder at least 4' away from my wheel. This allows the twist to even out a lot in the process. (Likewise, I also wind my plied yarns across some distance.) A greater distance improves the process, as long as you don't have yarn drooping onto the floor or rubbing on chair backs.
When I wind my storage bobbins, I keep enough tension on wheel so that the bobbin (on the wheel) doesn't backlash and snarl. I hold the yarn in my left hand to control the feed and move the yarn back and forth, evenly filling my storage bobbin. (I'm winding with my right hand.) The important thing is to keep the tension even and avoid an uneven buildup on the storage bobbin.
If the yarn breaks, I usually start a new storage bobbin. (I have hundreds of storage bobbins.)
Another advantage of winding onto storage bobbins is that when you go to ply off of them, it's a much more even process. Especially if you hold your left arm still.
When Judith MacKenzie came and spoke to our guild in April, she also pointed out an additional benefit. Every time you handle a yarn, you're affecting its twist. If you wind your storage bobbins clockwise, you will get a different result than if you wind them counterclockwise. One direction will increase the twist and another will lessen it. She talked about how when she used a warp on a different loom it took her awhile to figure out why her weaving was so different. She was using the same yarn, the same sett -- and yet she had a very different finished product. It turned out that the only difference was the amount of twist in the warp. Instead of a back beam that wound on clockwise, the loom she was using wound on counterclockwise and it had changed the yarn. Not a huge amount -- but definitely noticibly.
This is kind of an amazing thing to think about. It starts off simple and then you realize all the areas that are affected. Like the direction your bobbins wind off the kate. Or the direction you wind your bobbins to use with your boat shuttle. But I digress.
If you can figure out a way to mount it, or find a friend to help, you can get a split shank and use it with a variable speed hand drill.
Also, I know of one spinner who's discovered that a #2 wooden pencil could be crammed into her wheel orifice and used as a bobbin winder. I haven't done it, but that's mainly because I have a bobbin winder. I also know that at least twice she's had to drill out the core to get part of the pencil that didn't come out when it should. sigh.
I hope this helps.
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