Then you'll want to use batting for softness. Once again, it's up to you on what thickness you use... you can't go wrong here either so it's up to you.
Finally, choose some fabric that makes you happy. I chose a woven chenille that is nice and soft, but adds texture to the space. Make sure to get enough batting and material so that you can wrap your board and have at least 2 inches on the back to staple and secure.
Get everything lined up and start stapling the back. You might want to staple your batting first, then go back and staple your fabric. I also suggest stapling one side, then pull your fabric tight and staple the opposite side to make sure you have zero wrinkles. [PS. If you have a pattern or lines of any kind, please MAKE SURE the fabric is straight!] Get all of your sides completed... leave the corners for last [cuz' they're soooo much fun...].
This is what your corner looks like once all sides are stapled... See all that extra fabric? Grab the corner of it and pull it all toward the center diagonally.
The back of your headboard might not be gorgeous, but we will just worry about what the front looks like [which will be gorgeous, darling!]
Now it's time to mount your headboard! I found this "cleat" from the picture hanging department at a large hardware store [I believe this particular one came from Lowes]. This one is designed to hold up to 300 pounds [so my 10 pound headboard should be secure!]. I chose it because it was the longest option, so the proportion was better. Then install the bottom section onto your wall [make sure it's level!!!] and the top section onto the back of your headboard [once again, LEVEL!].
In the end, you'll get a nice, clean look for very little $ [this was under $30 since I used my leftover door]. And whenever I decide to switch my fabric [what, me change my mind? inconceivable!] it'll be an inexpensive and quick switch! Now- go forth and make your own :)