Wig Making!
One of the things that seems to daunt a lot of dollmakers is making the hair. This is one of my favorite parts of making dolls. The personality seems to lite up with the hairstyle: demur, vivacious, thoughtful, sassy, whatever. I use a crochet wig cap for all the doll hair that I do, and it yeilds a great head of hair, without worrying about the scalp showing through. I have a tutorial I can share for doing this; although the model in the tutorial is a Waldorf doll, I use this very same technique for all my dolls.
The tutorial is here:
http://www.flickr.com/photos/29184580@N04/sets/72157619529864003/
And some examples of doll hair are:
