Materials you need for cellophane fairy wings
Galvanized Steel Wire (I use 14 gauge, other folks use 12 or 16; what you need is based to a small extent on size, but mostly on personal preference)
Wire Cutters
Pliers
Work Gloves (these are optional; I don't use them, but you may want to)
Iron (that you'd use with clothes; heat guns and heat embossers are also an option, if you have one or want to invest in one)
Newspaper/cheesecloth/towel (Optional, I don't use it, but you may want to)
Floral Tape (this is found in the floral department of most craft stores and comes in many colors; other kinds of tape can be substituted--just keep in mind that it'll be visible!)
Craft Cellophane (look in the gift-wrap section of your craft or party stores, it's the sort of cellophane that you use for gift baskets)
Vinyl (this is optional, especially for sculpted frames; I highly recommend it for all wings, particularly open frames; gauge will depend on size and preference--I usually use the very thin kind and if I need to, I'll use two layers of it, thicker vinyl works just as well, though. Experiment with small scale samples to see what you need and like.) I buy this vinyl from fabric stores. It's usually sold by the yard from long rolls, and may be labeled for or near tablecloth fabric.
Basting spray or white glue (optional, but recommended)
Hot glue gun (optional; depending on style)
Incense and holder (optional)
Candle
Ribbon or Elastic
Instructions:
Alright, let's get started. Clear an area on the floor or a table that is the size of your wing frame, at least. Draw a full scale pattern for your wires and lay it flat on your surface. Using it as a guide, start bending your wires, doing them one at a time, taking your time. Using pliers and patience, you can convince your wire to do many neat and unusual things, though it will prefer rounded shapes and curves. Feel free to cut your wire to its rough length and get your major bends and curves in place first. Then go back and smooth out your shapes and trim any ends you need. Also, don't be afraid to change your design if you feel the need or want (the gauge of wire you use may alter the number of wires you use, or the size of wings you make). If you need to, on your pattern trace each wire individually with a different color marker. This will help clarify what shapes you need to make. And above all, take your time! Be patient, and if you get frustrated, walk away and come back in a bit.
This is half of my frame, finished, laying over my pattern, you can see that I tweaked some things. (The little tiny spiral wires are just green floral wire. I bent them and attached them with floral tape)

For this pair of wings, I actually twisted and shaped and connected the back center piece first, because I wanted it to all be intertwined. Since I cover the wires with floral tape, this bit had to be done before I could do the rest of the wings.

After all of your wires are shaped the way you want them, start wrapping them with the floral tape. This gives them a more grippy surface texture, makes them stronger, and helps keep them in place. When you get to any ends, make sure the floral tape covers the pointy bits.

When you’re done wrapping, use the floral tape to connect the frame. It seems really wimpy, but it’s actually all you need, and it creates a pretty solid join.

When you’re done, you should have a solid, complete frame, ready to cover.

To cover it, (I suck and forgot to take pictures of this stage, so I’m using some from a different pair, just ignore the green part in the middle), lay down a piece of cellophane that’s bigger than you want your finished wing. Use the basting spray (workable fixative also works) lightly. Lay down a piece of vinyl the same size as your cellophane. Spray baste again. Lay down your wing frame, and finish off with another piece of cellophane. (If you’re using super thin vinyl, you can put another layer of vinyl before the last sheet of cellophane—make sure the cellophane is on the outside!)

Iron carefully! I always just lay my iron, heated to a medium-low setting (meant for polyester) directly on the wing. This is what creates the crinkly, insect-like look. Make sure all the layers are thoroughly bonded. Then trim away the excess cellophane and vinyl sandwich to your rough shape.

Once you’re at this point, trim in any points or scallops you want, then use a candle to lightly singe the edges. This will help seal everything together. You want to do this outside, or somewhere ventilated.
Once the edges are looking good, use the incense stick to poke holes through, if you want. It can create a neat effect around the edges.
When you’re done, attach ribbon or elastic, and bend the wings out a little bit. And you’re done! Romp and prance like a fairy.
(Note, if the only thing connecting your two wings is a straight bar all the way across, they won't sit right on your back...you need to make an X shape, or a loop, or have two bars with a space between them.)
(Note 2, you may recognize some of this info and the last two pictures from the tutorial from Faerie Muse--I'm Faerie Muse! I'm not stealing from anybody but myself...I've been meaning to put a version of the tutorial up on C-ster, and this seemed like a great time to do it!)