I bought my first pair of dowsing rods two years ago when I went on vacation to Salem, Massachusetts. I got them from a very lovely shop that I highly recommend called Hex, Old World Witchery. I remember I had looked at the copper rods for a while. I had previously been curious about them, so I decided to give them a try before I bought them (with the store manager's permission). The manager was even kind enough to help teach me how to use them and the Chrystal pendulum I bought. With a little practice, I am now fairly good at dowsing, but I am still nearly hopeless with my pendulum (although it has worked once). I usually just dowse around my house for lost items, and they have found everything for me. Lost keys, cell phones, scraps of paper with notes, you name it. My father even had a colleague who dowses for unmarked graves on his days off. Nobody really knows exactly how it works, and it works for some better than others, but it really does work for me.
The informational sheet that came with my rods says it helps the operator "develop their psychic abilities." I believe that it is a tool that helps people access the subconscious or universal information. There are still many, unfortunately, that believe divining is the work of the devil. Some believe it subconsciously helps one access spirits that guide the user in the right direction. I've even heard that there may be scientific explanations relating to quantum physics. Watch this video; it's really interesting.