Everyone does them differently -- depending on what you want. Some people do each piece separately, so they can mix & match, some sew/glue everything onto the headdress. Here's some pic of mine (with everything sewn on) off of the head: www.etsy.com/view_listing.php I would recommend:

* a soft headdress (vs a hard headband), reinforced with interfacing & backed with something that'll grip your hair, like tweed or velvet
* sewing on wig clips ( img.diytrade.com/cdimg/824...l_Clip.jpg ) to help secure it to your head
* sewing rather than glueing for longevity

I don't know of many sites that show everything in Detail. I did find some photos on ebay.
Because I was dissatified with my research, I started creating my own headdresses. Most of my clients like having everything attached to the headband. I usually send them pictures along with measurements so that they can see how high the headdress would before and after I add items. My non belly dance clients like pieces that clip on to their hair.

I have one of Bellatrix's headdresses and it is awesome! She has sewn everything on securely and the wig-clips hold like glue to your hair when they're clipped in. The flowers are on one side with feathers on the other. I suppose if you want flower overload you could put them on both sides but the you run the risk of looking like a flowery Princess Leia if you choose ones that are too big! IMHO it would save you a lot of trouble to buy a headdress and then you can examine the basic construction and decide on what design works for you, plus you get an awesome costume piece!