The original idea was to make it posable (at least articulate the arms) but unfortunately other events prevailed, and I ended up going with a mud prop. Still good enough to scare the bejeezus out of anyone who walked into it :D
Step 1: Making the head
Blow up a balloon to the approximate size of your wanted head (I used my own) This was then thinly papier-mache'd over to give it some stability, then attached to a cardboard cylinder at an angle with strips of electrical tape (The cylinder in question was actually the interior of a helpdesk toilet roll! ) Then mache over again to hold it, and to make the face, I attached a $2 plastic mask.
As the angel has blank eyes, the mask eyeholes were filled in with pieces cut from a plastic coke bottle, with gaffa tape to hold them in place. To give the head more stability, I also stuffed the void behind the mask full of foam packing peanuts and a LOT of PVA glue (mostly stuffed up its nostrils) Once that was dry, a few more layers of mache were added to smooth the transition.
From this point, it was time to get hairy. For the hair, I'm using Brown felt wool - got it off ebay at 99c /metre :D I chose this because it's thick, matty and soaks up glue like crazy.
First thing to do - and I Cannot stress this enough - KNOW WHAT YOU WANT. I started sketching rough hair lines, then began winding the hair along a centre part. From one side, around the curve of the skull, then up to meet the other side. Then cut, and do it again. And again. And again.
It's ok to leave some gaps - remember, this is supposed to be a sculpted stone look. And you will use a LOT of glue. In my case I mixed about three parts 'teachers's choice' white school glue to one part hobby PVA. They're different consistencies and worked well together. It's ok if it you splash over onto the felt and it gets claggy and hard - this is supposed to be stone, remember?
(And yes, I am aware of the irony of watching Angel while making one :P)
To complete the look, I curved up the back of the hair. Yes, it looks like a hat at this point, but the central spiral will be covered by the "knot" of hair when it's applied, so I'm not overly fussed.
Once that was completed, curls were added about the face for detailing and to hide the seams of the mask.