Here is a crochet headband tutorial as modelled by http://www.ravelry.com/patterns/library/wilhelmina-bunny-...

I’ve provided step by step photos and included a quick photo tutorial for the double loop magic ring which I find a bit more secure than the single loop method.

It’s a nice way to use up scraps of yarn so there’s no specific gauge or hook requirements and you can make it however long you like.