I think inductor winding is a pretty simple matter. Here is some general information about winging toroidal cores:
http://cappels.org/dproj/Toroid_winding/Toroid_Winding.html
If you have to wind a lot of wire, use a bobbin:
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You can probably make one of these out of a scrap of plastic if you need one.
I find that high permeability cores work well, mainly because they give a lot of inductance with relatively few turns of wire. The high inductance is helpful in that the switching losses of the transistor are usually lower with the higher inductance because the oscillations are at a lower frequency. These things can work into the tens of MHz but efficiency is pretty poor and besides, you might cause radio frequency interference.
By the way, the Joule Thief circuits that use two windings in series and the ones that use a tapped inductor are pretty much the same, but the tapped inductor is easier to wind because there is only one winding needed.
A fellow named Wolfgang Driehaus pointed out that there are ferrite cores to be had from dead compact florescent lamps. Just be careful to not break the glass envelope while carefully dissecting the lamp.
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