Well, this isn't really a vase...it's not waterproof...but I didn't know what else to call it. :)
Anyway, I started with a regular poster tube.
As you can see, I was a little too excited and forgot to take the picture without anything in the tube. Ahem.
I just took some yarn, secured it with tape on the bottom (If you really wanted to do it right, you should probably use glue but I was too lazy for that) and wrapped it tightly around the tube. And around. And around.