Making your own awesome falls is pretty easy. Here's what you need:
Nylon Mesh Tubing (aka Cyberlox/Tubular Crin): however many colours you like; I used one package of pink and one package of fluorescent yellow/green in the Small size. Elastic: regular elastic or stretch lace Additional embellishments: I used craft foam but you can also thread beads onto the crin, add rexlace, ribbons, etc.
Tubular crin is springy and is essentially what is nowadays called 'horsehair braid' (no longer made of horsehair, it's a synthetic) woven in a tubular shape.
Measure how long you want your falls to be; each piece of crin should be double this length. Be careful not to stretch it as you're cutting so you don't end up with pieces that are too short!
Tubular crin can fray, so before constructing the falls you should take all your sections and finish the ends by turning the edges to the inside for a few centimeters. On large crin you can use your finger; for this mini crin I used the blunt end of a ballpoint pen to push the edges inside.
Fold each piece of crin in half and loop it over the elastic, pulling the ends through the loop and tightening. To avoid stretching the crin, pull tightly only near the elastic rather than from the ends. If you pull this knot tightly enough it shouldn't go anywhere. :)
Continue until you have a long enough strip to wrap around your bun or ponytail.
I found the falls weren't full enough for my taste, so I folded extra pieces of crin and hand-sewed them on top of the knotted ones.
Here's one fall with all the crin added.
Craft foam (aka Foamies) is great for adding texture to cyber falls. If you can get the large size sheets, they're easiest as you don't need to piece things together. I only had regular-size, so I layered pink and green using hot glue. Trimming the foam at an angle looks nicer IMO than leaving it blunt.
I hot-glued the top of each foam strip to the falls, folding the foam over the knotted and sewn crin. If you wish to add Rexlace strands or metallic ribbon, this is the time to do it. Thin accents can just be tied onto the falls the same way you did the crin.
Put your hair up in two secure ponytails or buns, the higher the better to get a nice full effect and coverage of your own hair. Tie the elastic or stretch lace securely around your buns; it can be easiest to do this with your head upside down. Use some hairpins to secure and you're done!
A headband or goggles are useful for hiding your hair if it doesn't match the falls you've made, or you can get clip-in bangs.
(the mannequin head has the falls pinned on, just to give you an idea of how they'll look)