I know it is not safe when viewing a solar eclipse to look directly at the sun. I know you can purchase solar eclipse glasses online but how do you make your own solar eclipse glasses that are safe to use for solar eclipse viewing (and let us throw in the transit of Venus)?
[Physics] Solar Eclipse Viewing
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It would be very hard to reduce the sense of daylight at the Earths surface as light reaching any point could have been scattered bby the atmosphere over a large angle. This rules out just covering the couple of square degrees the sun extends over.
Solar eclipses get much darker because the light is blocked before it reaches our atmosphere and can not be scattered over a large angle. Even on a cloudy day look up and see how uniform the illumination appears practically from horizon to horizon...
You are correct that almost always it is the UV content of sunlight and not its power that is the main hazard in staring at the Sun.
The lighting during a total eclipse is one of those situations outside the "almost always". Eclipses did not weigh heavily on our evolution, so we are ill kitted to deal with them.
Moreover, UV sunglasses are not designed to attenuate direct sunlight, only reflected sunlight.
Normally, the eye's pupil is shrunken to about a millimeter diameter in bright sunlight. This means that it admits about a milliwatt of sunlight, which, for healthy retinas, is nowhere near enough to do thermal damage (see my answer here for further discussion).
During an eclipse, the pupil dilates to about $7\,\mathrm{mm}$ diameter to adapt for the low light levels of the eclipse's twilight. Thus its aperture is fifty times bigger than it normally is in sunlight. This means it admits a great deal more UV than normal (and the corona, at $100\,000\,\mathrm K$, radiates a great deal of this). You're getting about $50$ times the dose you would normally get even looking directly at the Sun.
Furthermore, suddenly the diamond ring phase begins, and high levels of sunlight reach the retina before the pupil can shrink again. The latter happens only very slowly. So even thermal damage is a risk here.
Best Answer
Making your own eyewear for direct viewing of the sun is probably not too practical. You essentially need a filter that blocks well over 99% of the incoming light. You can use #14 or #16 welder's goggles for this, or obtain specialized filters designed for this purpose. These filters are a glass substrate with a metal deposition layer on them that is designed to transmit only a small fraction of the light.
As an alternative to direct viewing, it is much easier to make a system for projection viewing of the sun. In this case, you would create a projected image of the sun on a surface, and observe the image. You can look up "solar pinhole viewer" or check out these instructions for details on how to put together a simple solar viewing system with stuff you may have around the house (cardboard, paper and aluminum foil): http://www.exploratorium.edu/eclipse/how.html
For more on observing the sun, see this article: http://www.skyandtelescope.com/observing/objects/sun/Viewing_the_Sun_Safely.html