I bought this, what else do I need?

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i found a cheap butane lighter on ebay. hurray for the interwebs! it beats hunting them down at gas stations.

The torch I posted is far better than any lighter. You have two free hands to use when using it and it has a 35 minute run time per fill. Not to mention it's cheaper. It's probably the most popular torch among coil builders. A torch is a must have if you are going to build coils.