I have tried making sodium by melting down salt and baking soda, and using a car battery charger to do electrolysis. Since baking soda doesn't contain chlorine, that's what I prefer to use. I melt it with a propane torch (the ones used for soldering copper piping), and use steel electrodes to split it. It does make small sodium bubbles, but they burn when they hit air. The end result was a black substance, which would sometimes bubble a little when put in water. I then tried using a shielding gas (argon and CO2 mixture), and was more successful with that. The end result is still a black substance, but it sparks when it hits water. On one occasion, there was a small amount of white gas given off (presumably hydrogen) as well as a spark that was larger than normal. I found that it was more successful if the electrodes were left in the solution for a longer period of time, but the molten solution had a tendancy to pop and spatter quite a bit.
good luck with your experiments