I've never made wings for any of my dolls before. The only ones that I've made were a pair of the stocking wings for Miss L's birthday a couple years back. I've found a tutorial by Deb Woods on how to make fairy wings using Fantasy Film that you can buy from your local craft store. These look pretty amazing and simple to do. I'm thinking that some fairy dolls may be in my future. :-)
Take a look at her tutorial here: