Here are a few of the hair clip/headband tutorials I've found.
The thing I love about these is that you can use up your fabric scraps making them.
Fabric flower hair clip from Annies Cupboards
Fabric hair clip by One Crafty Mumma
Chocolate on my Cranium's Ribbon Headband tutorial
Blue Bird Studio's Ten minute headband.
Reversible headband from Nap time crafting.