My gaming group really enjoys Colonial Battlefleet by Steel Dreadnought Games. In fact we just finished playtesting the rules for the upcoming Empire Space expansion. Man VS Machine is our favorite rules expansion though.
The missiles are made from chenille (pipe cleaners), the ends melted over a flame and painted. I've seen these on a number of sites, but never the cluster missiles which a made by twisting five together. I use different colored exhausted for the different teams.
Grapeshot are made from metallic pompoms (1") available from most craft stores. Mounted on a flight stand with a red mark to show their direction of travel.The fighters are mounted on my new bases with I just switched to. The missiles are also. I'll go into more depth on how and why of these in a later post.
I also have Helpless and Activated stands. Colonial Battlefleet comes with helpless markers you can print out, but I prefer an upright marker for ease of picking up from the board. The activated markers are to put next to fighters and missiles during their move phases. In large battles we've often found we lose track of which fighter or missile stand has been moved, so we place a marker next to one that has been moved until we finish moving our units and then take them up. It really helps.