Here is a little pic of the birdcage veil my mother and i made for my wedding. (i need the DH to take a better pic). i ordered 8" white russian veiling from housefabric.com ($4.95 for a yard and it ships out very quickly), a metal comb i took off another little veil but you can also get them at housefrabic.com, white felt (michaels), silk flowers (michaels) and beaded feathers (michaels).
i loosely followed the directions from OnceWed.com and was very happy with the results. my suggestion is do not sew anything until you are sure where you want the veiling to rest. we pinned it down to see how much puff and swoop we wanted. once that was set i cut the felt and sewed the veiling to it. the flowers we arranged several different ways until we finally hotglued them down and then placed feathers in random places also using a glue gun.
i put the birdcage veil on right before we got introduced. i didnt want to wear my fingertip veil all night, but still wanted some sort of veiling. this was a perfect option!