The engine parts are mostly parts from pens and markers that I cut up. The smaller clear parts are the left overs from the pens I used for the guns on the bottom side.  The black parts are from some cut up giant permanent markers.  I was just going to use them for the engine bells but the body of the marked worked perfectly for the rest of the engine as well. I capped off the ends with white styrene.  The cone shaped part with ridges in the middle of the larger engines was an insert inside the cap of the markers.

For the larger thickness of brass i've been bending them around a nail I pounded into the workbench.  The bent pieces are all solid brass, the tubes just bend at a point.  Getting the bend to happen in the right spot is really tricky for me so i just make either end a bit long and then cut it down to the right length.  For the smaller brass wires, I'm just bending these with needle nose pliers.