The wireframes start with a 1/4" diameter steel rod that is 20 feet long. (Thank goodness the steel  supplier cuts them in half, so only having to haul 10 ft lengths)
A chop saw with a metal cutting abrasive wheel to cut the rod to the lengths needed for the project.  About $50 at Harbor Freight on sale. Bolt cutters can also be used
Ideas for the designs come from a variety of different places; internet, coloring books, original drawings, etc.
When you find something interesting on the internet, for example, right click and save it.  Then use a software program called IrfanView to edit the image.  Some of the things this neat little FREE program does is resize the imagine, make a negative (so things light colored in the photo become dark, and vice-versa) plus lots of other neat tricks.
Then  print a black & white image to a 5" x 7" size.   This allows the use of  an inexpensive tracer projector (about $50 at a craft store) to enlarge the image on some plastic table cloth that can be purchased in 300 foot rolls at Sam's Club. (Butcher paper would also work as well.)  Then use a marker to trace the image. 
Hanging or lay flat the pattern, then decide where to cut the rod to the proper lengths for bending to create that section of the frame. Just make a straight mark on the pattern.
Since most wireframes have more curved pieces then straight, I usually just use a piece of cotton rope, holding it up to my pattern, then measuring the rope to determine the proper length to cut that piece of rod.
To bend the rod, I usually use the vise and a hammer.  There are tools called ring rollers and rod benders available at Harbor Freight, I have them, but found the vise and hammer to be quicker.  Sometimes I will slip a short length of 1/2" EMT conduit over the rod for just a little more leverage.
I then hold the piece up to the pattern to determine where I need to tweak the bends.
As I bend each piece, I lay it on the welding table, mocking up the design, and checking to make sure the pieces mate up, if not, then back to the template for further tweaking.
Building Wireframes - Part 1 - Fabrication
Since I use the plastic table cloth for my patterns, (it is easily folded and stored and I may want to recreate the frames at a later time), I write in my section measurements for future reference. 
Before welding, it is a good idea to clean each piece with a good solvent to remove the oil coating and any other residue.  I use lacquer thinner, some use acetone. You will get a better weld.
If you don't own a wirefeed welder, MIG, a small 120 volt model will do fine for welding holiday wireframes.  Try to pick either a Miller, Lincoln or Hobart model, with at least a 130 - 140 amp output.   I would NOT advise any of the Chinese imports (such as Harbor Freight) for the welder. Spend a few more dollars, and get quality here.   I use the Lincoln HD3200, and really like it.   Plenty of power adjustments, and the wirefeed is very smooth. In addition, it has the capability to use the argon shielding gas.
At this time, we will skip any discussion regarding welding safety, or techniques.  If you don't know how to weld, ask a skilled friend or take some community college classes
Since I have never had any welding classes or instruction, only what I have taught myself (now you know why I skipped explaining welding techniques) I know that sometimes my welds may not be the best.  To test, I usually drop the frame on the driveway several times to make sure the welds are strong !
DISCLAIMER - The information presented here is solely my opinion.  It is only one method of accomplishing the task, not the only way.  Please use all necessary safety precautions and equipment before attempting anything presented here.  I do not claim any special expertise nor do I consider myself as an expert.   You have been cautioned.
Did I mention that I was a "rookie" welder?   Some of my welds are not pretty, so I use a 4 1/2" grinder to clean them up, followed by a wire cup brush to remove any weld "splatters" or other oxidation from the frame.
The idea is to have a clean surface for the primer to adhere to, I usually do one more wipe downs with solvent, then spray on the primer.   The "clean" metal will start oxidizing (rusting) pretty quick, so the primer is important.
This concludes Part 1 - Fabrication.
continued in
Part 2 - Paint Prep,
Part 3a - Lighting - Minis,
Part 3b - Lighting -LEDs,
Part 4 - Final Painting,
Part 5  - Resources

Since I am now (2009) using LEDs only on the frames I build, (and converting all of my older frames to LEDs), I now mostly design my own frames.

Using the tracer projector, it is easy enough to project and measure for the lights before tracing the pattern.

The LEDs I use have a 4" bulb spacing, and a 50 count string is 17 feet long.

I have found that with the way I wrap my frames, the 17 foot length results in approx 10 feet of lighted length.

Therefore I try to have the  lighted portion of the design to result in multiples of approx 10, and I also get a rough idea of the light stringing direction and path.

More on this in Part 3b, Lighting - LEDs