How to make
It is important that before beginning to make a fascinator you have an idea of how it should look. This enables you to construct a fascinator without going overboard on materials or ending up with a DIY mess. Usually a rough sketch and estimate of the weight should suffice.
Materials that are a necessity include a raffia base comb / or comb (usually plastic as lightweight holds more easily), clear drying craft glue and scissors. Alternatively a headband or clip can be used instead of a base comb, particularly if you have short, cropped hair.
The rest all depends on what you are trying to create and can include feathers, ribbon, fake flowers, netting, diamantes, felt, fur and now becoming increasingly popular, men’s ties. See http://www.cutoutandkeep.net/projects/necktie_feathers_tutorial for further details.
Once all materials have been collected start by determing the position in which the fascinator should sit. This will give you an idea of the angle in which you need to place the materials so that they fall accordingly. A fantastic website with step by step instructions is http://corvustristis.livejournal.com/3205.html
Another website http://www.burdastyle.com/howtos/show/271 demonstrates how to make a plastic fascinator base and although this is a very roughly made, basic design, included is a 13 page tutorial which will at least give some insight.