My objective in asking this question was to be able to make as many variations as I could. The round balls and dowels are readily available. I have a nephew who is interested in puzzles and I would like to continue to challenge him.
Here is what I have found so far:
1. The first and possibly the easiest to solve has six pieces - 2 pieces @ 1x4 and 4 pieces @ 1x3. One source is Pentangle Puzzles. Their name is Ball Pyramid (PP-BPX) and Pyramania 1 (PY-01) http://www.pentangle-puzzles.co.uk
2. The second version has four pieces - 2 @ 1x4 and 2 @ 2x3. This was the first version I encountered. Rob’s Puzzle Page states “Tut's Tomb by Mag-Nif is a 4-piece classic”.
3. Another variation from Pentangle Puzzles Pyramania 2 has 16 red balls and 4 white balls arranged – 1 @ 1x4, 2 @ 1x2, and 4 @ 1x3. One solution of this puzzle is to arrange the pyramid with one white ball on each face.
4. This same configuration 1 @ 1x4, 2 @ 1x2, and 4 @ 1x3 has been sold with either 4 balls each of 5 colors or 5 different woods. The objective of these puzzles is to stack them so that no two of the same color or wood type touch each other on any row or diagonal of any of the faces. These are produced as Pyramania 3 by Pentangle and OOPs Again by Channel Craft.
5. A variation called OOPS made by Channel Craft has 10 pairs of colored balls, 4 each of 5 colors. They also have made a version which used 5 different types of wood. The objective is to arrange the pairs of balls so that no two colors or wood types touch each other on the faces of the pyramid.
6. The Interlocking 20-Ball Tetrahedron is a relatively new puzzle by George Bell. This puzzle has two identical pieces of 5 balls each with two mirror image pieces. The beauty of this puzzle is that it locks together and does not require a base to make it easier to assemble. Without the clue that George provides on his website, this puzzle may still be in pieces. http://www.shapeways.com/model/53633/interlocking_tetrahedron.html It may have been called Stan’s Tetrahedron previously.
7. The Perplexing Pyramid by the Gordan Bros. has six different-shaped pieces. The description on the Kadon Enterprises website is “This is the hardest of the size-4 pyramids around. Six crystal-clear pieces have a unique solution to form an order-4 tetrahedron..” http://www.gamepuzzles.com/pyrpcs.htm
8. A 35-ball variation named the Giant Pyramid by the Gordan Bros. has nine pieces. Kadon states that there is “only one way to make the order-5 tetrahedron”.
9. The Lost Game of the Pharoahs is shown on Rob’s Puzzle Page as “a simple six-piece ball pyramid. 2 @ 1x6, 2 @ 2x5, 2 @ 3x4.” I don’t have this one so I don’t know how simple it is.
10. Another 4-piece puzzle called "Der Fluch des Pharao" (Curse of the Pharaoh) by Markus Goetz, made by Philos can be purchased from Funagain Games. The pieces apparently do interlock. I have not seen this puzzle so I am only restating what I have read other places.
11. Piet Hein's Pyramystery includes 6 pieces in different configurations which can assemble into a 20-ball pyramid, two separate 10-ball pyramids and numerous other shapes. When asked about the history or this puzzle, Mr. Hein also invented a history for this puzzle. One site states that this was the first 20 ball tetrahedron, pyramid puzzle. It is currently sold by Brilliant Puzzles. http://stores.brilliantpuzzles.com/catalog/Pyramid_Ball_New.jpg
Please let me know other variations that you have found. Thanks.