I made this pinecone wreath years ago and it has held up well over the years. I found these directions online which pretty much describe the process of constructing a wreath. Since you can often find pinecones in your yard (my yard is strewn with them !) or by the side of the road, they are easy to come by and craft stores sell the wire frames as well as assortments of smaller decorative pine cones.
Use a wire frame and insert the pinecones around each section. First soak the cones outside in a large bucket overnight. This causes them to close up and any bugs will come out. After they are closed, they are easy to insert into the wire frame. After the frame is completed, hang it in a warm spot for a few days and as the cones open up, they are permanently secured in the frame. Then spray with acrylic sealer and decorate with ribbon etc. as you choose. (Be sure to wear gloves as the pine tar is very hard to get off your hands.)