I used worsted weight yarn and a US size H hook (5mm), but it would probably work with other sizes as well.
It barely takes any yarn, so it's a great way to use up the end of a ball.
[Sorry about the change of yarn color throughout the pattern, I was working on two at the same time.]
row 1: ch 16, turn
row 2: sc 15,ch1, turn
repeat row 2 nine times
bind off strings
[you will now have a rectangle of yarn]
Pinch the middle of the rectangle together (forming a bow shape) and wrap yarn around it 5-10. Tie off.
row 1: ch st at least 24 inches (or desired length of headband)
row 2: sc in ea ch st
ATTACHING THE BOW TO THE HEADBAND
(This part is the trickiest part, but even this is really not hard at all.)
Using a blunt eyed needle sew the bow onto the headband (this is a good way to use the tail ends of yarn that were created when you cinched the bow.)
[If you don't have a blunt eyed needle, you can accomplish the same feat with a crochet hook, just pull the yarn through with a hook.]
repeat step 4 twice more (where the red arrows are in the picture)
bury and cut all loose ends