It might sound a little funky, but they look quite nice (if you use nice yarn/etc.)...  Crochet green yarn or twine strips and pin them in a spiral to a styrofoam cone. Make the strips about 3/4-1" wide - and slightly fluted by adding double or triple chains into the starting row. For a 12" high cone, you’ll need about 3 yards of the strip (you can make it in more than one piece). Begin winding the "greenery" from the bottom of the cone. When it’s in place, pin or stitch tiny ornaments to the outside of the finished tree.