This tutorial shows how to make a yarn puffball (a.k.a. pom-pon). I believe this method is more sophisticated than the other methods I've found online. It produces more durable puffs that can be attached temporarily or permanently.
1. Yarn (between 150 and 200 yards)
2. 30" Crochet thread (I think this is size 8 but I'm not positive. For this application, the bigger the better, we need it to be strong.)
3. Empty soda can
4. Darning needle