I made my own horns out of Ultralight Sculpey, which is feather-light and quite easy to work with. Actually it's almost too easy to mold, so I put a wire in the center to help keep the bend while it was baking in the oven. After it was done, I painted them with watered-down acrylic paint.
Before baking, I also fluted the bottoms and poked holes around the base so I could sew the horns to my headband. This part looked quite "inelegant" as Mike put it, but it was secure and so comfortable I often forgot I was wearing antlers.
It was handy to have an artistic boyfriend around to help with my make-up, which we copied from a photograph I found on this thread.
The final look!
What did you all do, or dress as for Halloween?
**EDIT**For those curious about what Mike dressed as, he went as Twitter. [Here's a photograph].