Pine cones are sold in craft stores. They are also found for free in and around your or your neighbor's back yard. The only difference between the free and the purchased is that someone has "cured" the pine cones. This is something that can be done at home with little effort and little to no expense. Curing a pine cone kills the insects that make it a habit of building nests in the interior of the cones and helps to prevent rotting and decay.
Place pine cones in a sink with hot water and soap. Let them soak for about 20 minutes. The soap will kill some of the insects but not all. Drain the water from the sink and rinse the cones off.
Spray the cones lightly with insect spray, the kind that specifically kills spiders. Place the cones in ta garbage bag and insert it into the second bag. Allow the cones to sit for about three days. Each spider and egg should be dead at the end of the third day.
Remove the cones from the garbage bags and wash them in the sink with hot water again. Rinse them thoroughly to remove all soap residue. This should remove any smell from the insect spray as well. Let them air out for a few days. Discard the garbage bags and use new ones for the next steps.
Bake the pine cones at 200 degrees for about 20 to 30 minutes. This will accomplish three things. First, it will dry out the moisture from the washing and rinsing. Second, the heat will cause any of the "closed" pine cones to open up and expand allowing access to the interior of the cones. Third, it will allow the cone to absorb the scented oils or varnish, which will be applied in subsequent steps.
Place dried cones into a new garbage bag and add three drops of scented oil for each cone you have. If you prefer to add the oil directly to the cones. Wear gloves because scented oils can irritate the skin. Seal the bag as quickly as you can and insert sealed bag into another bag and let them sit for several days. This will leave you with nicely scented cones to use in your craft projects. The scent can prevent re-infestation of the pine cones with insects. If you prefer unscented pine cones, skip this step and go on to the next.
Spray the pine cones liberally with a clear varnish. This seals up the cracks and crevices that serve as tiny homes for the insect that discovers your craft project. This will also help preserve the natural color and appearance of the pine cone. Adding colored glitter while the varnish is still wet is just one option for decoration.