cr0sh:
Those black rings you see on the part from SparkFun are likely the conductors - generally they are carbon-impregnated rubber (not sure where or if you can easily buy that - but I bet some googling would turn up something). You mainly want something that isn't going to corrode or degrade over time. You might be able to make your own by following something like this:http://www.instructables.com/id/Make-Conductive-Glue-and-Glue-a-Circuit/
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I would image that thin stainless steel washers with the proper inner and outer diameters would also work. Perhaps not as well but they'd be eaiser to get than the carbon-rubber rings, and might be easier to work with in a confined space than the conductive glue.