I premade a lot of cones ahead of time and then just glued them on one at a time in place. I thought I made enough cones... nope, it took a bazillion, a bazillion and one actually.
The first round of cones went down easily enough. I not only glued it to the round of cardboard base but I also put a spot of glue between each cone to help keep them uniform in shape.
The center was a little harder as the cones didn't want to fit so nicely together. I used the same size cones as the previous rows, but the remaining rows I squeezed the cones at the base to create an almost boxed end which actually made the cones a little narrower while keeping the same cone shape.
As you can see the wreath turned out, so it is hanging on my fireplace and not in the trash. I love it. The only down side is it is fragile and I suspect a dust magnet....