It's easy to make your own sidewalk chalk using just a few household items.
The Martha Stewart Show, Episode 5128
If necessary, cut cardboard tube to about 5 1/2-inch lengths (the size of half a paper towel tube). Other sizes can be used as well. Use duct tape to tape off one side of each tube.
Insert a sheet of freezer paper, cut to size (with paper inside the tube).
In a plastic container, mix 2 to 4 tablespoons (depending on color desired) of paint into the cup of water. Continue mixing while slowly adding the Plaster of Paris to the water, until completely combined. The mixture should be about the texture of frosting.
Fill prepared tube with mixture, assisting with a rubber spatula. Tap tube on work surface to release air bubbles.
The plaster will set in about a half hour, and can be removed from tube after about one hour (check for hardness by gently squeezing tube). Once chalk is removed from tube, place on a cooling rack and let dry completely (at least 24 hours) before using.
Cardboard tube (saved from center of paper towels, toilet paper, wrapping papers, tinfoil, etc.)
32-ounce plastic containers (saved yogurt containers work great)