Making Ferric Chloride using HCl and Ferrum
You can find a glass beaker somewhere and simply drop in iron and diluted HCl. That's enough to make $\ce{FeCl2}$.

$\ce{Fe + 2HCl -&gt; FeCl2 + H2}$

That forms hydrogen gas, which is very flammable, so it would be wise to do this outside. You might have to heat or reflux (heat the hell out of it while condensing whatever tries to evaporate out) depending on what concentration you use. Anyway, the resulting solution is gold-colored.

You'd then need to oxidize the Fe from a +2 state to a +3 state. I found this guide that recommends hydrogen peroxide (probably as a safer alternative to potentially stronger oxidizing agents.) It says it can take several days, so that's something to watch for.

Good luck! Again, I'd definitely do this outside or in a lab.

http://www.instructables.com/id/Make-Ferric-Chloride-for-etching-printed-circuit-/

Also, I've heard that not all nails are made of iron, so a density test could help ensure that.