MicroMaxx uses a short (8 to 10 inch?) piece of small music wire in its ready-to-fly starter kits. The music wire looks like it is 0.040 or 0.032 or something small like that. The plastic MMX rockets have small loops molded into the bodies to serve as launch lugs. You could accomplish the same thing by rolling a scrap of paper around a SLIGHTLY larger wire, gluing, and making your own mini-lugs.
You can also use the graphite rods (I think they are available from Totally Tubular) about 1/16th inch diam, but I am sure you don't need the entire three foot length. This is more expensive, less durable, but much more rigid than the itty bitty music wire.