There are two routes to stage magic. The first is large illusions. Generally, large illusions are expensive. The second route is to use props that play. You can use linking rings, an egg bag, 20th Century Silks and even an invisible deck. Those type of effects can play to an audience of 30 to 300.
As @Maaz Hasan
said, Mark Wilson's complete course has some great easy to make stage illusions and some smaller prop effects that can be used for stage magic.
My reccomendation is to get a subscription to Genii. With a subscription, you get access to back issues. Search for columns by Paul Osborne (illusion designs), John Steinmeyer (illusions and stage magic with smaller props) and Jack Gaughn (historical magic props).
If you are looking to build stage illusions, check out Rand Woodbury' Illusionworks books and DVDs and Paul Osborne's books and designs (search Osborne Illusion Systems).