Ok, so this step assumes you've already chosen something to mold. What makes a good candidate for glove molding? It's usually something with a fairly simple parting line, something that's not going to rip the mold to shreds when you try to take it out. Molds with lots of complex parts, like for an action figure with a billowing cape and huge headgear, probably aren't going to look spectacular. Things like monster fingernails, breakaway glass bottles, and animal horns work well for this method.
I started by filling my horns with Great Stuff
, like you can find at Home Depot, to help me adhere them down to my wooden bases. This isn't a completely necessary step, but it meant I could get a really clean seam around the base. I stuck the horns down to my bases, which had been sprayed with clear varnish, with hot glue. Then I pasted some lengths of bamboo to the backsides of the bases to make a funnel through which I could pour the wax once the molds were finished.
It's pretty wise to give everything a final inspection at this point. I made sure there weren't any cracks in between my horns and their bases by filling in the seam with a little window putty. I also gave them a good cleaning to make sure there wasn't any dirt or fingerprints. Everything that you see on your model will end up in the mold and on the finished parts. A little scrutiny here saves a lot of time later.
Once I was happy with all the details I pasted everything down to a plastic sheet with hot glue and prepped everything for silicone.