The stuff is called electroluminescent wire (or EL wire for short). It's been discussed here before, if you do a search on it.
My halloween costume is made out of the stuff, which I got from coolneon.com, as it happens (there are other suppliers). I've got a pic online at
http://www.crossroads.net/misc/neonman.jpeg
I've seen poi heads made from the stuff, where the wire was coiled around a tin can (or something) and hot-glued in place. It does make for a nice effect. The downside to this stuff is that it is very temperamental: sections of the wire can go dim or dark after very little abuse. And it doesn't like to be bent sharply, so a monkey-fist knot would be a waste of time. I haven't tried this yet, but I think the best way to make an EL poi head would be:
1. find a cylinder that the driver fits in snugly
2. wrap the cylinder with the wire and glue down
3. use a clear plastic/silicone tube to cover the whole package.
I've got some EL wire left over from my costume, so I'll probably be trying this sooner or later.