I prefer heating it with tea candles, but in a pinch, a butane lighter works quite well.. Anything with a flame..
Cut a piece at least three-four inches long.
Hold it over the heat source by each end, rolling it, rotissary-style..
When it gets glossy, it's ready to pull...
Here's where practice comes in..
The thickness (or thinness, rather) will all depend on how far and how fast you pull it.. By varying your speed and heat, you can stretch it to diameters less than a human hair, or simply make plastic rod...
Another thing to keep in mind is that different manufacturers plastics behave a little differently, and color can matter too... Some will heat faster than others, especially those kits that are made from "softer" styrene.. Clear sprue stretches easily but is quite brittle...
When you use it for biplane-rigging and aircraft antennas, you can leave it sag a little.. Applying heat to it will cause it "snap" taut, but that's another technique and I'll not go into that right now..
By making it varying thicknesses, it's easily used for the applications described, as well as for filler in gaps between parts...
Another thing... Stretching plastic Q-tips can also be done when you need small-diameter tubing, say for gun-muzzles in wings or blast-tubes... The tubing will remain hollow, even when heated and stretched...
Sprue will always be thicker at each end, and thinner in the middle, giving a taper that's really useful for whip antennas on AFVs and man-pack radios... Then take some thin electrical wire, and wrap it around the bottom for the spring on the matching-unit..
Stretching sprue is the first step in scratch-building... Think I stretched my first one when I was about 11 (It was for the whip antenna on the Monogram Typhoon)...
Personally, I cut down all the sprues from kits after I'm done with them, keeping the long, straight sections (the ones without the bumps and numbers) for stretching...
For a visual of one neat application of stretched, clear sprue, check out Von Manstein's "Death in the Courtyard" diorama in the Diorama Forum... It makes great "streaming" water from a bullet-holed rain-barrel...