Buy two or three tall, inexpensive bookcases the width of your bed for the easiest and most economical bookcase headboards. Assemble them so that one shelf is as close to the height of the head of the bed as possible so that your pillows don't fall into the space between shelves. Choose a color and design that matches your decor. If you're concerned about the bookcases toppling onto the bed, use small L brackets to secure the bookcases to the wall.
Create a Mondrian effect with cubes and color. Artist Piet Mondrian created canvasses with black geometrical designs filled with bright, primary colors. Build a base for the cubes that is as wide as the bed, as high as the top of the bed and as deep as the cubes. Construct cubes of varying shapes that will fit together like a jigsaw puzzle when assembled on top of the base. Paint the cubes black and use brightly colored tissue paper to make backs for the cubes. Glue the cubes together as you assemble the bookcase on top of the base. Make a design statement by building a bookcase that reaches to the ceiling.
Go rustic with a headboard made from wooden fruit crates. Make a base as wide as the bed, as tall as the top of the bed and as deep as the crates. Assemble the crates on top of the base and use a staple gun with heavy-duty staples to attach the crates to the wall for extra stability. If you're concerned about splinters or rough spots, sand the crates and apply several layers of polyurethane before attaching them to the wall.
Put up a bookcase headboard in a few minutes with stepladders and pre-made shelves. Set a stepladder at each side of the bed and slide a shelf across from one to the other. Lean overstuffed pillows against the wall at the head of the bed to fill the space under the first shelf. Use metal ladders for a post-industrial look. Paint wooden ladders white to suggest a country garden.