They are pretty easy to make but do have a "learning curve" due to the hot glue and precision placing of ribbon. Now, I can easily make 20-30 sets in a night. Your fingers start to hurt from holding the clips open while you adhere the ribbon.
I kind of just played with the ribbon until I got it right, but I know there are alot of tutorials out there. It is important to use grosgrain ribbon styles until you get good at them. The satin ribbons are hard to place befire the glue stiffens. Just google how to make hair clips and you will see lots of different ways to make them.
Here is one I found just now for you: Making Cute Hair Clips + Tutorial « Paperseed
I have seen other hair clips for sale at other craft tables, but they often offer them individually. I like to pair them up for a set.
You would be surprised at all the things that make good embellishments. Just keep your eyes peeled.
TIP: sometimes, I use embellishments from hair clips at dollar store. I just pull them off of the cheap elastics or clips, and hot glue them to the hair clips.
Joann's has a good selection of ribbon notions, and you can get them on ebay too. (My hubby says some poor chinese women must sit all day and tie ribbons so that I can get them cheap. Sad, but probably true).
Or, you can make your own embellishments. I do that too. It depends on my mood. The fun is in the creating, right??!