Check out a local fabric store, or even Wal-Mart. The pattern books have them listed under uniforms & scrubs. Since I am not that great of a seamstress, I had my mom's friend teach me how to make them.
The pattern I used was made by Simplicity & it was simple. Just cut out a big circle & you've got it. If you have a lot of hair like I do, make your circle bigger than the pattern, or else your hair will never fit. I also found that using 1/4 in elastic didn't leave that awful mark on your forehead.