Right up my alley! I have been called the "Bling Queen," but seriously if you ever go to the really big shows, you will see thousands of crystals on just one quilt. The wand you are referring to is a Bedazzler. Yahoo Search or Google it, and you can find out who sells them, on-line and in stores. Personally, I don't have one and have always used the tip of my craft iron. Or the side of my iron if I want to heat set a few at a time. A Bedazzler only heats up one crystal at a time. You place your crystal into the tip of the wand, let it heat up, (the glue on the backside turns liquid) then apply it to your quilt or garment. Instead, I place 6 or 8 crystals down at a time, touch the tip of my iron (set on medium) to one crystal, and slowly count to 7 and move on to the next, etc. It is much faster. I just need to be careful not to 'push' the crystal. Just touch it. I also need to be careful not to let the rest of the iron rest on the quilt, so as not to scorch it or melt poly threads. With a little practice this is a really quick way to apply lots of crystals!
You said you bought "self stick" crystals. Did you mean heat activated crystals? Some people also call them hot fix crystals, like Sue's Sparklers (suessparklers.com). This is my favorite shop for Swarovski crystals! Fire Mountain (.com) is another one. Have fun! Feel free to email me if you have any questions!
Dawn
In beautiful Northwest Montana