There are plenty floating around online. For starters, check out this forum: http://www.theccdb.com/
There are plenty of topics on there for you to read through to get an idea. Other useful links:
A very common tutorial: http://www.instructables.com/id/How-to-Make-a-Cats-Wig/
.....you can use the same method with Kanekalon fake hair. It's faster, easier to deal with, and pretty inexpensive. Basically what you do is hot glue strands of fake hair (with a knot in the middle) to a wig base (typically pantyhose with the legs cut off) with ear flaps. You can buy a Styrofoam mannequin head at Sally's beauty supply. http://www.theccdb.info/itutorials.html
An online supplier of Kanekalon fake hair: http://ikickshins.net/bulk.php
(you want the jumbo braids- usually two packages is enough for one wig).
I also like using fake fur. Basically cut out two patterns of fabric and sew them together. But those are less authentic looking.