There are two types of pipe cleaners with the same basic construction of a twisted-wire core with a fuzz of short bristles of some softer material sticking out. The original type, as benjiya's writeup states, are about six inches long and are actually used for cleaning out smoking devices.
The other type is closer to a foot long, and the bristles, a bit more fluffy than those on the original type, can be made of chenille, foil, or anything that looks good. (Occasionally the packaging says "chenille stems," but I have never heard anyone call them that aloud, and the ratio of hits on Google for the two terms agrees that "pipe cleaner" is used far more often.) The bristles may be all the same length or longer and shorter along the length of the wire for a "bumpy" effect.
This type comes in a wide variety of colors and is available anywhere that sells craft supplies. These can be used in a wide variety of fairly simple crafts -- I have a free flyer from a craft store for a pattern in which bent pipe cleaners form the legs, ears, tails, and trunks on various animals that have bodies made of styrofoam balls. As a child I used to twist and braid multiple colors together to make (slightly floppy) "magic wands." Books such as Pipe Cleaners Gone Crazy: A Complete Guide to Bending Fuzzy Sticks by Laura Torres, Michael Sherman, and Peter Fox or Christine Irvin's Pipe Cleaner Mania, as well as searching on the Web, can provide many other possibilities.
Sources:
years and years of craft-making
http://www.amazon.com/exec/obidos/tg/detail/-/1570540756/102-1182484-1091344?v=glance
http://www.bestwebbuys.com/Crafts_and_Hobbies-General-N_10007036-books.html
http://familyfun.go.com/arts-and-crafts/buildmodel/feature/famf0200pipecleaner/