I recommend looking at a place calle Stewart-MacDonald. This place has everything.
Graphite is a popular choice because it greatly reduces the tension at the nut that can sometimes build up.
There is natural bone, but this can be difficult to work with.
There is plain ole' plastic, this is used alot on low end guit fiddles and I dont recommend it.
You can get them pre cut of as a blank. A blank you have to carefully cut the string slots yourself. Also you need to very carefully measure the width of the nut. These widths vary greatly and getting the wrong one is just wasted $$$.
As for adhering it to the guitar? I would ask at STEW-MAC and see what they say. Essentially follow the recommendations of the hut manufacturer.
Hope this helps. Good luck and let us know the outcome.