It depends how you make them, and they will only work in modded guns.
http://www.youtube.com/watch?v=n0jL37pttiEThat is a good video tutorial. For my darts I use grey Foam Backer Rod (FBR), a washer for weight, and then 1/2 inch circular felt stickers as well as hot glue to hold it all together. Depending on the power of the gun you use, you might want more or less weight in your darts. The more powerful the gun, the more weight you want and the less powerful the gun, the less weight you want.