Felt Christmas Tree - Take a piece of sturdy felt (preferably one with a little pattern or design so it isn't too boring) and cut out a quarter circle. Make it into a cone shape and glue the two edges together.
Garland Christmas Tree - Use a garland with some wire in it so that it is able to be shaped. Use any kind of a cone shape as a mold and create a spiral up the length of the cone.
Layered Christmas Tree - For this one, you'll need to make a couple of different cone shapes in the same way as the felt tree above using nice scrapbook paper. Then simply layer two or three of them on top of one another.
Feather Christmas Tree - Make a cone shape out of paper or cardboard and then use a hot glue gun to attach layers of feathers around it, starting at the bottom and moving up to the top.
Ribbon Christmas Tree - Start with another cone made out of paper or cardboard, and then attach some ribbon going around the tree from top to bottom.
There are so many ways to make these little trees. I have a bigger project that I'm working on that incorporates all of these. I'll share it tomorrow, so check back and see what it is!