I never would have mail-ordered one on its own, but I needed to add a few bucks to make a shipping minimum, so I bought one of these - a BikeMaster Tire Valve Stem Puller:
I like it! The small end has a notched, threaded cap. The notch goes in the stem to unscrew the core, and then the thread screws in where the core came out. Thread the small end through the rim, attach it to the valve, and pull the loop as you ease the tire/tube into position, and the valve stem follows.
I'm guessing that a home-made one might be assembled with an old core and some sort of strong twine or something...