You can use any kind of paper. I made my first one with recycled paper. I clipped pages with colorful images on both sides from catalogs to recycle. Next, I'm going to try one with origami paper. The D*S crafters, Lauren and Derek, used wrapping paper. Here are their instructions:
something round to trace
glue (or crafter’s glue dots)
1. trace and cut out 9 circles from your paper (or papers) of choice.
2. fold each circle in half, then place them in a stack. staple them together at the top, center and bottom of the fold.
3. one by one, glue the outer edges of each piece together alternating top and bottom. the glue should be placed about a third of the way from either side. when you’re done gluing, your stack of paper will be in the shape of a sphere, ready for hanging on your xmas tree or decorating your holiday table.
Photo and instructions are courtesy of Design Sponge, a great daily blog by Grace Bonney on home and product design. The DIY column appears each Wednesday.