
Don't build a resistor into the circuit (unless you make a test no-fire circuit) as you want all the volts to be dropped on your magnesium powder, so that it heats up fast. Don't use mains unless you want to die. Seriously, just don't. What I use is a car battery charger, it can do 6 or 12V, enough for e-matches, and it can put out about 10A max.
This cost me about ?15 at argos.
For something to use instead of magnesium, get some steel wool, thick or thin, it doesn't matter. With a 9V battery, steel wool must be teased out, but with my charger, the bunch of steel wool instantly glows orange and ignites. You could set up it like this.
+V supply-------steel wool-----0V
On top of the steel wool you could sprinkle blackpowder, kno3/charcoal, or anything reasonable easy to light (generally stuff without metal powders). You could make it a bit more complicated by fitting it in a tube, but I can't be bthered explaining that now.