The easiest way is to purchase hex rod from Plastruct (
http://www.plastruct.com/). They come in various diameters and you just slice it to the thickness desired and glue them to the model surface with ordinary model glue. A set of hex rods runs about $2-3 and will last a long time.
Some of the newer Eduard PE sets include a little hex pattern on the edge of the fret. These are designed so that you can heat the end of a sprue and push it through the stencil. A hex shaped nut will be formed. This is a bit of a pain to do.
ExtraTech makes PE bolt heads:
http://www.squadron.com/ItemDetails.asp?item=ETV35010Another method is to buy Grandt Line (
http://www.grandtline.com/) nuts and bolts.
Also Verlinden and Legends do resin bolt heads.
http://www.squadron.com/ItemDetails.asp?item=VE0075Some newer kits like the Academy M3 and M3A1 Stuarts come with bolt heads molded on the sprue. All you do is shave them off and glue them to the surface.