Sulfur hexafluoride creation process and risks/safety
The preparation of sulfur hexafluoride from elemental sulfur and elemental fluorine is not suitable for amateurs or beginners; it is definitely not a home experiment. Fluorine is corrosive and very toxic. It causes severe skin burns and eye damage and it is fatal if inhaled. Furthermore, it is an oxidiser and reacts violently with all combustible materials; thus, it may cause or intensify fire.
Self-made sulfur hexafluoride is not suitable for inhalation or similar experiments since it may contain various toxic impurities.

In the laboratory scale, a nickel boat is filled with sulfur and placed in a reaction tube. The tube is connected to a cold trap that is cooled with liquid nitrogen. The apparatus should be dry and ungreased. A stream of fluorine is then introduced.

The reaction
$$\ce{S + 3F2 -&gt; SF6}$$
is strongly exothermic (standard molar enthalpy of formation at $298.15\ \mathrm K$: $\Delta_\mathrm fH^\circ=-1220.5\ \mathrm{kJ/mol}$[1]). In the fluorine stream, sulfur burns with a blue flame.

Sulfur hexafluoride is collected in the cold trap. The product contains various impurities, such as $\ce{F2}$, $\ce{HF}$, $\ce{SOF2}$, $\ce{SO2F2}$, $\ce{SF2}$, $\ce{S2F2}$, $\ce{SF4}$, and $\ce{S2F10}$. Most of the impurities are easily hydrolysable; therefore the gas is passed through a washing bottle filled with $\ce{KOH}$ solution. However, $\ce{S2F10}$ has to be removed with activated charcoal or decomposed by pyrolysis at $400\ \mathrm{^\circ C}$ according to
$$\ce{S2F10 -&gt; SF4 + SF6}$$

[1] “Standard Thermodynamic Properties of Chemical Substances”, in CRC Handbook of Chemistry and Physics, 90th Edition (CD-ROM Version 2010), David R. Lide, ed., CRC Press/Taylor and Francis, Boca Raton, FL.