The Star Wars costuming groups Rebel Legion and 501st are good places for info, as several members have made lekku by various means.
Here's one tutorial for fabric lekku, which I have used with good results.
http://www.completewermosguide.com/lekku.html
And this lady makes and sells latex lekku-email her if you are interested:
http://chucrew.com/Twilek/twilek.html
I have a pair and they're beautiful.
The fabric lekku are very light and move beautifully, but aren't quite as realistic up close as the latex ones. On the other hand, the latex variety look very lifelike-great for photoshoots and masquerades, but are heavier and don't bounce and move like the fabric ones.
The late