Here's a recipe from the Frugal Gourmet Cooks Italian:

Pizzelle

Beat together:
6 eggs
1 1/2 cups sugar
Stir in:
1 cup margarine, melted and cooled a bit
2 tablespoons vanilla or anise extract
Sift in and mix until smooth:
3 1/2 cups flour
4 teaspoons baking powder

Place a heaping tablespoon of the batter in the top half of the iron. Close and cook about 30 seconds, until light brown. Remove carefully with a fork and cool flat, or roll into cones while warm.

You should be able to find a pizzelle iron at any major department store or kitchen specialty shop. The Lechmere's in our area carrys them - here's the site address: http://www.lechmere.com/

Happy Baking,

Betsy