I made my paper balloons from instructions in a magazine that described how to lay out the gore pattern for a sphere.
Polyethylene cleaners bags worked almost as well for minimal effort, and didn't alarm the neighborhood with a bright flame when they ignited. IIRC the ring was split bamboo and the cross wires were strands of picture hanging wire. I hung them on a tall stake to inflate them with a tiny campfire and then put alcohol-soaked cotton balls in the aluminum foil cup for the flight.
The flame made the balloon glow like a Japanese paper lantern. This is a good description: http://www.ufoevidence.org/Cases/CaseSubarticle.asp?IDB7
That one wasn't mine. At that time I was pulling my pranks in college a few towns away. A hot-air balloon could lift a few cells from a disassembled 9V battery and these light bulbs : http://www.advantagehobby.com/137114/MDP391/?pcat 16 or series-string (low voltage) Christmas flashers.