Lots of good advice here. From what I can remember reading, Western Red Cedar doesn't make a particularly good shaft because it's hard to keep straight. Port Orford Cedar is what you want but it only grows in western Oregon. Other local woods that will do a fine job are Doug Fir, Sitka Spruce, Yellow Cedar, Lodgepole Pine.
You can dowel them in a jig or plane the corners off and hand sand until round. Google should locate lots of info re this.
Put a a strip of solas reflector tape around, just ahead of the nock. Put a drop of super glue on, then hold it with clear plastic while the glue hardens. Makes it easier to find lost arrows, with a flashlite after dark. Shines at you like a penlight.