Used this Martha Stewart Tutorial... kind of.
I used sewed together pieces of tulle. Trimmed it with ribbon and then used lace that I had around the house to make the spots on the wings.
For the headband, I bought a dollar store headband that originally had little pumpkin heads on the ends. I took those off. Hooked Tulle poof balls... using this tutorial on the ends. Wrapped the wire in embroidery thread and wrapped the headband in ribbon. Love it. So does Aria. See this post for pictures of her.