Trust me, the "After" pic is worth it.
You start with chicken wire and moosh it into some approximation of a ball. Then zip tie or otherwise secure where it overlaps so it won't ever unroll on you.
Get some Christmas lights and weave them in and out of the ball however you want. If you have lots of time and/or somewhat masochistic, try making patterns!
Hang the finished product from a tree. Hope it's not super noticeable in the daytime because it looks like this.
|Electrical options obviously depend on you.|
They are actually surprisingly light. All of mine, including the one pictured, are easily 3 times the size of a basketball, if not more.