One of my favorite cheap stuff sites: American Scientific is selling micro tap and die sets - just perfect for putting screws and threads on wire - for the amazing price of $12.95/set. I paid a boatload more than that a long, long time ago. I ordered a set last week, and it arrived today. The set is of very good quality, and will work on wire between 7 gauge and 20 gauge.
I tried it out on some 18 gauge silver wire, and it works like a charm. I was considering making those stylish, expensive "Cape Cod" bracelets as a joke, and this set is perfect to make a bead screw onto a wire. It would be even cooler to cut threads in one of Tink's silver lined beads and make it the focal clasp of a bangle bracelet.
Anyway, the web address is
The part #92197 (They say they are out of stock, but call them anyway. I've found that the site isn't always accurate)
A public service announcement from Kathy N-V