This instructable describes how to build a flaming whip. Its a very simple and rewarding project, but the final project can be dangerous. You will be dealing with a flaming metal chain which gets extremely hot. You would not want to get any part of this accidentally wrapped around your body. Apart from all the danger though its really fun and produces a loud whooosh of fire every time you swing it.
This seems the perfect way to spend an afternoon. "Darling, I'm just getting over my midlife crisis, I'm going to pretend I'm Indiana Jones..."