I used copper rivets from MacModels, to get the exact length I pushed them through a hole drilled in a piece of 4mm aluminium sheet, snipped off the ends and filed to length. I countersunk the holes on the back and then peened the ends over and filed them down flat.
For a raised rivet I use a rivet snap held vertical in a vice and then peen the other end over, finally finishing off with another rivet snap to give a neat appearance. I actually used a blob of bluetack to position the buffer beams on the top of the vice to align everything and keep the bits in place. That way I had two hands free to hold the rivet snap and hammer.
For smaller rivets I was considering buying (or making from a pair of molegrips) one of these tools:
Dave Noble - Tools
I used wheels from IP Engineering for the loco! I was going to turn my own but had some of those spare and they do run nice and true too!