Traditionally Grignard reagents are prepared by treating an organic halide (normally organobromine) with magnesium metal. Ethers are required to stabilize the organomagnesium compound.  Water and air, which rapidly destroy the reagent by protonolysis or oxidation, are excluded.  Although the reagents still need to be dry, ultrasound can allow Grignard reagents to form in wet solvents by activating the magnesium such that it consumes the water.
As is common for reactions involving solids and solution, the formation of Grignard reagents is often subject to an induction period. During this stage, the passivating oxide on the magnesium is removed.  After this induction period, the reactions can be highly exothermic. This exothermicity must be considered when a reaction is scaled-up from laboratory to production plant.
Most organohalides will work, but carbon-fluorine bonds are generally unreactive, except with specially activated magnesium (through Rieke metals).