Radio Shack!
I'm not kidding, that's the type of place the people that come up with these things get their parts.
Radio Shack has a small motor that can be had for about $10.00 that can be used as a take-up reel (though you will have to change the gear unit on the end for a guided/grooved wheel that will contain your thread. The problem is, to make it compact means that you need a housing like a pen, cigarette case, lighter, etc. I've put such things into book spines once or twice because I have room for including the electronics (signal receiver) to turn the unit on & off or even control the speed. . . by the time you get all these issues set you really are looking at a major undertaking. While the materials might only cost you $30.00 the labor can be intense. Add $30.00 per unit for your time and labor and you have a wholesale of $60.00 + per unit which means a retail price of no less than $90.00 to $120.00 each depending on the distribution abilities of the merchants you work with.
Just some food for thought.