Start with a decorative container as your base. An opaque or solid colored container is better than a clear one as it will conceal your floral foam.
Acquire a variety of evergreen branches of assorted textures and forms. These could include long needled evergreens (e.g. White Pine), short needled evergreens (e.g. Fir), soft scale-like evergreens (e.g. Arborvitae) and broadleaf evergreens such as Boxwood. Look for interesting twigs as well; the colored stems of Red Twig Dogwood are ideal. Pinecones work nicely as an accent element.
A little touch of red is critical to the success of the arrangement. Achieve this with natural berried branches like Winterberry, or purchase bunches of artificial berries.