I made some snowflakes out of coffee filters recently and then hung them from the chandelier in my kitchen... have a look:
I sprayed them with glimmer mist as well.. and it really made them pretty but it was hard to get the camera to pick up the shimmer.
Here is a garland I made with them:
Basically, I just folded the coffee filter 4 times.... until it was a wedge and then cut around the wedge to form the shapes. Unfold it and viola!
For a more detailed tutorial see my Coffee Filter Snowflake Tutorial.