Here is another one of my favorite free patterns. I have only made a couple of these but everytime someone sees one they ask me where I found the pattern. I made mine using a size D hook and Patons Grace yarn, following the instructions for the sport weight yarn rather than thread.
They are super easy to crochet but the assembly is a little time consuming. Here are some tips that may make assembly easier. When you finish each oval, leave a tail for sewing that is 12" long or so. You will use this tail to sew the oval to the cone and then join the cones together. Also, it may be a little easier to assemble if you delete rows 3 and 5 of the triangles. I'm going to try that next time because the triangles seemed a little too long and when you assemble the ball the points of the triangles all bunch together in the center. Finally, you have to be careful not to stuff the pieces too much or it makes it hard to sew it all together.