Due to the overwhelming popularity of Vocaloid, I figured this would be a good tutorial to post. This one comes from SailorAnime, with a quick FAQ after the tutorial.
Click to enlarge!
And additional FAQ from SailorAnime:
Q.: How are the ear pieces attached to the headband?
A.: I made a small indent into the ear pieces. Then, I put a heavy duty glue (like E-6000 or Liquid Fusion) into the indent and pressed the headband into it. I held it there until it held on its own (about 30 minutes); then, I let it fully cure, which took about 24 hours.
Hope this helps everyone out!