It's cool, but why does everybody always just stand there and spin them? It doesn't make for very original photos.
I'd like to see one that uses a new or rarer method of flinging sparks.
Wool on a DC motor attached to a battery and thrown off a cliff or lifted with helium balloons (with long strings)?
Wool strapped into a whisk and attached to somebody's rear bicycle wheels and triggered electrically so that they can already be moving?
Edit: Maybe I'll just do one of these actually. I already have some spare cowboystudios flash triggers that could be combined with an electric relay and used to remotely ignite steel wool......