The MythBusters Pyramid
This page provides general links to different tools and materials that you might need in order to build your pyramid. I receive a small commission from anything you buy on Amazon, which helps to keep my business going.
Duct Tape -- You don't need anything fancy, just to be able to hold the dowels in place while you hot glue them together. But why not wood color?
Hot Glue Gun -- If you don't already have one, you'll need one of these. This is a higher-temp gun with good ratings that will likely make a stronger bond with your dowels than a cheaper hot glue gun will do.
Bamboo Dowel Rods -- Bamboo might make for a more effective pyramid than using wooden dowel rods due to being more piezoelectric. Longer bamboo rods are particularly hard to find on Amazon. This first link is for 5 rods that are 3/4" thick and 48" long (which can be cut in half so you have at least 8 of them for your pyramid). This supplier also offers 3/8" rods (similar to what they used on the MythBusters episode), but with a longer shipping time. They also offer 1/4" rods.
You can also find other tools that might be helpful in building whatever pyramids you might choose to make, including things like clamps, tape measures, squares, drill jigs, wood glue, drills, miter saws, circular saws, and much more on this page here.