Some people wind a ball of 100% wool yarn, then cover it with roving. I just used the roving. You have to fluff it up first, or the fibers won't grab as well.
I wound it into a ball, not too loose and not too tight. I think I would like it a little tighter, but that would use more roving.
I chose pinks and purples because most of them will be gifts. So much of the roving won't be seen inside the ball, I wonder if it would have been cheaper to use white in the center (or some other color that was on sale).
Each ball needed to be tied inside pantyhose so it would stay together in the washing machine. These balls are about the size of a softball, so they will end up about the size of a baseball. The hose are knee-hi's from the drugstore (69c per pair)—they won't be re-used, so I got the cheapest ones I could find. The balls are actually more fluffy before the washing, but these have been washed already.
I threw them in a regular load of towels, hot wash / cold rinse. Then into the dryer with the towels. I knew I had a good felt because the hose had to be peeled off the ball.
Static-free laundry, here we come. It's important to remember to clean the lint trap when using the balls, to avoid a fire hazard.