I haven't yet figured out a way of making lekku that I like well enough to share with the rest of the world, but here is what I did to make the horns. This method is easy, quick, inexpensive, and fairly realistic. It's even cheaper, I think, than using little plastic juicers, which is something that I've seen a lot of people do.
Here's what you need:
-- Buckram, probably about 1/2 yard. Buckram is a fabric that has been soaked in glue to stiffen it. If you get it wet, it becomes flexible and you can mold it to a new shape. Once it dries, it becomes stiff again. I was able to find it at JoAnn's, near the interfacing.
-- Sculpey clay, in whatever you want your "base color" to be. Regular sculpey is a little bit brittle; this was not a problem for me when wearing the horns, but one of them got cracked when it was in my suitcase. I plan to use Sculpey Bake & Bend, which stays flexible when baked, next time, but I have not tried it yet.
-- Something cone-shaped that you can mold your horns on top of. It would be best to use something that you wouldn't mind getting a bit sticky. I used a strange saltshaker thing, but there are many things that would work.
-- Needle and thread, or a sewing machine. (Have no fear, very little sewing is involved!)
-- Hair dryer
-- Paint, in your "highlight color."
-- Rolling pin
-- Pencil (yes, I'm listing everything.)
Here's what you do:
1. Draw two circles about 5" in diameter on the buckram, leaving plenty of space between them. Cut them out about an inch outside that circle, so that you have two large circles with smaller circles drawn inside them.
2. Sew a line of basting stitches around the smaller circle. This should be either your longest straight-stitch setting on a sewing machine, or hand stitches spaced about 1/4" apart.
3. Hold the buckram circle under water (either submerged or under the tap) and crumple it up until it is soaked and flexible.
4. Place the buckram, centered, over your cone-shaped mold and pull on the basting stitches to gather the fabric. Adjust the gathers and smooth the fabric down until it forms an even, smooth cone shape on top of your mold. Don't worry if the gathers look too "wrinkly" -- the finished horns won't have that look.
5. Use the hair dryer to dry the buckram. When it is completely dry, remove it from the mold and cut off the extra fabric.
6. Roll out the Sculpey clay to about 1/16" thickness.
7. Place the buckram horn back on the mold, and then lay the sculpey over that. Smooth it down until it forms a texture that you like -- it should form itself over the wrinkles in the fabric to create a more realistic texture. It's best to smooth it down with a cloth or a paper towel, so you don't get fingerprints on the clay.
8. Bake the horns for the specified amount of time.
9. Cut any excess clay or buckram off the ends -- the Sculpey is thin enough that you should be able to do this with scissors, although I wouldn't use really nice ones.
10. Paint the horns with your "highlight color" paint, to add to the texture. I rubbed it on with my fingers (watered down), but a brush or a sponge would work too.
How you wear the horns will depend on your actual costume, and the design of your headdress. Mine simply fit over my ears and are held in place by my headscarf.
One final question: can anyone tell me why it's only the female twi'leks that have horns, and the males have ears instead? This seems very odd to me. Is there a real reason, or did artists and costume designers just get confused?