Nichrome wire no heat
According to my quick ca. 2000 test, a fresh Duracell 9V battery can briefly supply 5A of output current, so a couple ohms source resistance. Zinc-carbon batteries will not supply anything like that. Do not attempt with NiCd batteries, explosion can result. 

That's more that sufficient to burn your fingers with even a small (eg. 10-20mm) length of wire. This set of tables should give some basic idea of how much current is required for a given free-air temperature. 

It's around 7 ohms per foot (30cm) so the length needs to be perhaps in the 4" range to get up to >500°C.