I couldn't bring myself to pay the $15 or so to get wings from Ebay or
GW, so I decided I would take a crack at making a set. This is the first time I've done anything like this (I've never used epoxy, much less sculpted it), but I feel the results are adequete for table-top quality, so I thought I'd share my methods. These are a prototype and I learned a fair bit on the way, which I'll share with you so you can avoid my mistakes.
Materials:
Sprue - Free (I would think)
Lok-tite Epoxy (Blue and White cylinder I got at Lowe's - cost about $4. Project took about 80% of the tube)
Dremel or files to sand
Razor Knife/Saw
First thing you'll have to do is hunt through all your sprue frames for a structure you want. I used the sprue from a basic Chaos Marines box. Make sure you can find a duplicate or mirror image of the sprue somewhere as you need to make two wings.
It took me a few minutes of staring and visualizing to spot the right pieces for wings, but I would think just about every sprue has something usable as a frame.
When I first picked my pieces I actually cut out an addition section with the intent of giving the wings a severe bend. I was afraid that they'd be too flat otherwise. When I cut the extra pieces though they simply felt too massive. My fears on flatness were unfounded too as sculpting the epoxy gave it plenty of relief.
Cut and trim to make it right. I initially rounded everything with the dremel with the idea that I'd have exposed bone. In hindsite I think I'd cover everything with epoxy and not worry too much about it.
Once you have your frames more or less together, it's time to pull out the epoxy. I used Lok-Tite stuff from Lowes because it was cheap and readily available from their paint dept. Greenstuff would probably work better, but meh. I first took about a coin's thickness worth of the stuff to knead it and get a feel for how it works. It was very sticky and kinda crappy to work with at first, but after 30 seconds or a minute it starts to set a little and becomes pretty decent to manipulate. Note it has a hardening time of about 5 minutes. It didn't sound like long to me but I have to say I never felt rushed while doing this.
Take about 30% or so of your tube (for one wing) and knead it together into a flatish square. Using the frame as a skeleton, bend and mold it around the sprue to create your wing membrane. While I used some nail manicure stuff to sculpt, I honestly found I had the best, most "Organic" results by using my fingers and thumb to rub and pinch things. It will tear quite easily the first minute or so of working, but it's easy to repair and it toughens up as the epoxy sets. Don't worry too much about muscles and whatnot yet - we'll add those later. Just get a nice wave and wing shape to them.
Once you have more or less what you want, do the other wing and walk away for 40 minutes or so (could be less, but the directions say 40). When you come back it will be rock hard. This stuff was AWESOME to work with once set. It sanded and filed really well and feels super solid. I used a dremel to remove all the finger prints and get better wing-shapes.
Now cut off another small chunk of epoxy - a little goes a pretty long way. Use it to bulk up the top portions of the wings where you think the muscles should be. Try to anticipate how it will fit with your model. If you screw up, don't worry too much, you can sand or add to fit later.
Once you're happy, sand the crap out of it to smooth any junctions or goofy spots.
I chose to pin my wings because they end up being pretty hefty. First pinning job and I'm only vaguely aware of the concept mechanically, but basically I took a finish nail, ground it to the size I needed, drilled holes in the model and wing, and called it good. To attach the wing I added a thing roll of epoxy and molded it into one piece. I forgot to take a pic of it naked, but you can see the black priming (I had painted the wings to get a feel for how they would turn out if you're wondering.). You will need something to smooth out the junction of the model to the epoxy since it's going to be a bear to sand in those tight quarters - I actually used a hobby knife to smooth things out pretty effectively. Used the flat of the blade and it was thin enough to squeeze in pretty effectively.
Sand again, then throw some paint on!
Sorry that the images are a bit out of focus. Photography is another thing I'm an amateur at.