Lora	Samantha	Morbie	Megan	Patchouli	Alex
RainbowBrite	Lady Nocturna	Leila	Sara	EmmelineMay	Ashbet
Feisty	Kata	XmachiinaX	RainbowBrite	Leech_girl	Jola
XdarkstarX	Emmeline May	Yvil	Sowilo	Cyberdolly	Ashbet

Using yarn or wool to make extensions is generally a lot cheaper than using hair, and is often lighter too. You can use it in the same way you might use hair - braid it in, use it for making wraps, or braid in at the roots and leave the ends loose.

One small word of warning though - some wool shrinks when it gets washed, so you might find it difficult to remove if it shrinks itself into your hair. The fibres in wool do tend to get themselves mixed up with your own hair in time, so I'd advise checking after a week or so, just with a couple of sample sections, to make sure you can get the wool out fairly painlessly!
Wool, whether real or synthetic, gets incredibly heavy (and a bit smelly) when wet, so I'd advise dry shampoo if you keep wool in your hair, rather than the usual wet shampoo.
If you cannot stand to go without shampooing your scalp, then try to hold all the wool out of the way when you shampoo - just run diluted shampoo over your scalp and massage in using your fingers, before rinsing with a well-aimed showehead. I have also seen people suggest that you bag the bulk of your wool hair up in plastic bags to keep it dry - no doubt a comical scene in the shower, but it definitely helps.

How to?
Some of the pictures above have explanations of the way they were done attached to them - click on them to check. If an explanation is not there, see below!

Wool dreads:
I see people ask a lot 'how do you dread wool?'. The simple answer is.. you don't. You buy it that way, usually. The exception is roving, which needed to be 'felted' to give it a dreaded shape.

Colinette

Krushvia Azraelangel

One of the most-used types of 'dready' wool is called 'Point 5/.5' and is made by a Welsh company called Colinette - you can see a scan of it by clicking here. If you want to do a full head of Colinette yarn without using hairpieces, then the method is very similar to doing wool braids (see below), except that instead of using several pieces of wool together and braiding all of it into your hair, you use just one long piece of Colinette, folded over at the top, and braid just one side of this into your hair. The other side of the Colinette is left hanging loose, so for each segment of hair, you have one Colinette-hair braid and one loose piece of colinette. Colinette is pretty bulky, so usually hides the braids fairly well. If you want to add more volume to your wool, then simply tie more pieces of Colinette in at the base of the braid. You don't have to braid all of your hair if you don't want to, just an inch or two at the base would do. You'll need 4-5 skeins of Colinette .5 for a full headful. Colinette make some extraordinary yarns and wools , both natural and synthetic. Have a look at their website and see if they list anywhere near you that stocks it. They dye the wool in specific colourschemes or 'colourways' rather than one flat colour, but it is possible to buy it in plain colours, you just have to ask. As it's pure wool, you can also, of course, dye it yourself at home to get a specific shade. If you're in the UK you can order directly from them, but International buyers have to rely on local stockists. Colinette is sold online in the US for about $20 a skein, when it only costs £5 ($7) in the UK! People often sell Colinette wool in lots on ebay, though, so definitely worth a look on there. If you're in the UK, you can order it from Bobbins (thanks for the link Leila!). US stockists include Uniquekolours (official stockist), Yarnforward, Hook n' needle, Awesome Ewe and Spin a Yarn. CA stockists are Linda's Craftique and Village Yarns. Or just do a search for 'Colinette yarn'.

Other types of thick textured yarn that would make good 'dreads' are Rowan 'biggy print' and Gedifra 'gigante'. As ever, you'll be able to find these on ebay.

Roving

Wool wraps:

Meouch

L0ra has done a page explaining how to do wool wraps on her pages - I could add the method here, but it would just be repetition and she's explained it very clearly. You can either braid wool into your hair and wrap with more wool as she has described, or just braid your real hair and wrap the braids with wool. You could also jazz-up existing synthetic braids by wrapping those in wool. Any old wool will do, but synthetic/acrylic wool is less likely to shrink or smell like sheep if it gets wet, so may be a better option than natural fibre. Thicker wool will also be quicker to do than skinny wool - wrapping takes a very long time!

Wool braids: Novim has an excellent step-by-step guide, with photos, on how to put in your own yarn braids.

For wool braids, you can use the same method that you'd use for doing synthetic hair braids - the difference is that instead of using synthetic hair, you'd be using 3-4 long, doubled-over lengths of wool. You can just tie wool extensions off at the bottom, no need for rubberbands, gluing or melting. Just plain, non-textured wool is good for both wraps and braids.