RecycleMicol, this is for you --to show some of the ways you could embed a needle or multiple needles into polymer clay if you wanted. (Sounds like buying those cheapest felting needles would be easier, but just wanted you to see these if you wanted to try.)
The tools in this first photo (gifts to me from Cecelia Determan) are double-ended, as well as being multipurpose.
The bottom tool has 3 needle tips embedded in a triangle shape very close together which is used as a furring tool like the one Katherine Dewey uses on the mice in her Sculpting Lifelike Animals book. It's dragged along the surface in short strokes.
At the other end, 20 or so straight pins (cut really short) are embedded randomly (end is 3/4" x 1.5") ...some pins have sharp points, and some have rougher points since they were cut with wire cutters. Can be dragged or pressed.
The top tool has a needle embedded in it which has had the top part of the eye cut off... it's used to embed bits of "hair" like mohair, etc., into a raw polymer clay head (for most realism).
Its other end is a circle made from wire, bent, then embedded, so that it can be used to impress multiple small circles on raw clay to simulate a curly beard or some kinds of fur or wool
... Cecelia wrote about these in her HOTP book Merry Christmas Faces; she wraps a 1 1/2" length of (20-gauge) wire around a bamboo skewer or pencil tip to form a 1/8" wide circle, bends both tails back to insert into a handle of clay, leaving a flat circle for stamping
...(or the circle end of a safety pin could be used)
The next ones are a few of the other things I've embedded in polymer handles for better grip and longer length.
These are single pins, ball-headed pins, and needles (including a tapestry needle):
And these last ones are a drill bit, a V-type linoleum cutter bit, and some "smile" tools for simple figures.
The smile tools are made by bending down the U end of a paperclip, then cutting that off past the bend and embedding in clay.... when pressed onto a blank clay face, they make a cute smile indention (or a frown if upside down). (Yellow one shows tool from the side.) The last one on the left is one-legged and the same idea, but can also be used in other ways.
Some of these stay in best if they're pulled out after baking (sometimes pliers are necessary, but sometimes they can't be removed!), then glued back in with superglue. A few like some of the paperclips, are actually still whole, just covered with clay in the middle.
(If you're want to check out more on making polymer handles, look on this page:http://www.glassattic.com/polymer/tools_Dremels_worksurfaces.htm
...click on Handles