I have been trying to make an electromagnet and I have tried everything I can think of.

I am unable to make an electromagnet.
I spend hours researching on the internet. Trying to troubleshooting how to make an electromagnet. I tried
Using a nail. I tried Using a butter knife.
I tried Using multiple layers of insulated
Wire. I tried Using multimeter to make
Sure current is flowing. I tried making sure there is voltage. I tried everything
Else I can think of. The current checked
Is either 700 milliamp or 600 milliamps.

Hi David-The butter knife won't work because the"core" (what you wind the coil on) needs to be soft iron or other ferrous material.  The nail should work OK.  If you want to try other materials, try using a permanent magnet to make sure it will attract them.  This is an easy way to make sure the core material is ferrous.  Coat hanger wire (many pieces taped together in a bundle) or an old bolt should also make a good core material.What are you trying to pick up with the magnet?  Use the permanent magnet to make sure the items you are trying to attract are ferrous.Finally, what is the voltage source? You mention either 600 or 700 milliamps. A "beginner" magnet is often just a few dozen turns of wire on a nail which is powered by a flashlight battery. It is not uncommon for a short winding like this to draw several amps from the battery.   

I normally use 9 volt batteries. WouldAny other type work better. I normallyUse insulated wires.  Is it possible theResistance of the wire is too low.

Rick's right, a bolt is the way to go.  In about 30 seconds on the internet I found this video which ticks all the boxes.  Many turns of thin wire on a nice fat bolt (8 or 10 mm will be good).  and it does work - it shows it picking up paper clips.Some of the stuff you find on the net shows a nail with a few turns of thicker wire.  Forget that.  The more turns, the stronger the magnet, so use thinner wire.  Your battery will last longer and the magnet will work better.

David - if you're using the small 9V batteries, they cannot supply much current. The large 6V type with springs on top ("Lantern Cell") can supply a lot more - this is the type used in the video I linked to below.You'd need to use insulated wire, preferably the varnished copper wire that you see in transformers and relay coils.  In fact if you can get a junked transformer this is a good source of wire for you  Pretty much the thinner the better - 0.5 mm or thinner. If you have an ohmmeter try to get the resistance of your coil higher than the number of volts your battery supplies (ie at least 6 Ohms for a 6 Volt battery) - this will avoid loading your battery too much.  200 turns or more should do it.If you can get an old relay and disassemble it you will have an instant electromagnet, but I can understand you wanting to DIY one.