Answer for both: craft foam. Seriously it is so ridiculously easy to work with that by the time I got around to trying it out I was mad that I bothered to make my shoulder armour for one of my costumes out of paper mache.
I would say glue all the pieces for the headpiece on either a hair clip, comb, or tie (or combination of the 3) however you can to get it to stay in your hair. Make sure it's comfortable since you're going to be wearing it around all day.
