Have you tried felting? It is MAGICAL. Really, I'm sure there's a scientific explanation and everything, and to be honest I do understand the rudimentary mechanics of how a wool fiber is shaped and why felting works... but it still seems like total magic to me every time I try it. (Every time I try it on purpose, that is. Felting in the armpits of my sweaters does not feel magical.) A few days ago, I made a couple of felted dryer balls. I roughly followed this tutorial, and plan to use them instead of fabric softener sheets in my dryer. I find that things get pretty staticky in the winter, otherwise!
I used tightly wound wool yarn to form the base of my felted balls.
I covered the yarn balls in some leftover bits of wool roving,
and then popped them into the leg of a pair of old pantyhose, with tight knots between them and at each end.
Then I just tossed the whole weird package into the washing machine on hot! After a few washer-dryer cycles, I cut away the pantyhose to reveal...
So far they're working great with my laundry, and they're not bad looking either! If you've never felted, you should totally try it. It's easy and magical!