You could by pre-made cones at a craft store as well if you think a more professional look would fit better with your holiday decor, but your kids will have fun either way.
One other variation to consider if you want to do this craft in a group (or just want a simpler approach) would be to just let them color on paper cones and put stickers all over them. This would cut the mess factor way down.
Preschool Christmas Holiday Craft: Paper Cone Christmas Trees
- Sturdy construction paper, card stock, scrapbook paper, or poster board (I actually recycled old gift and shopping bags)
- Stapler and staples
- Glue and or paint
- Decorations (Glitter, sequins, buttons, etc.)
- I cut rolled and stapled the heavy paper into different size cones ahead of time.
- Then I let my kids paint on glue and sprinkle glitter, sequins, and buttons to their hearts content.
- Let dry and display!