Well, I haven't got a shuttle, but I do have a lot of metal knitting needles that aren't being used (I prefer bamboo, but I inherited a fairly large stash of metal needles, so I have quite a few of them around). Wrapping the yarn around the knitting needle provides a nice bobbin of yarn, and the needle is long enough to pass comfortably through the weaving, without requiring me to stretch my arms into the opening or stick my fingers between the warp threads. So, for me, they solve the problem quite nicely.
Wrapping the yarn onto the needle is a slow process, though. So, I came up with a solution:
The drill's jaws hold the pointy end of the knitting needle quite handily, and on slow speed it twists at a nice pace. The hand that isn't holding the drill moves the yarn up and down the needle to spread it out evenly, and when the finished product looks sort of like a yarn corn dog, and it's not too fat to fit in the shed, then you're done!
Another great thing about using the needle for a shuttle is that you can set it on the tray in front of the loom and just tug on the loose end of yarn to unwind enough for the next pass through the shed, an easy trick to accomplish with one hand.