I like to use waxed dental floss for my jewelry since it's cheap, strong, and has a nice minty smell.
1
Put your thread through a seed bead going in opposite directions, then add a seed bead to each thread, and again put the thread through a seed bead going in opposite directions.
2
Add a bicone bead onto each thread.
3
Add 4 seed beads to one of the threads, and take the end of that thread and put it through the first seed bead. Pull that until it's at the bicone bead.
4
Add another bicone bead to that thread, and add a seed bead with the treads going through in opposite directions.
Repeat these steps alternating which side you add the 4 seed beads to until you have the length you want.