Here's a bird nest pendant I made recently. I have read a couple of tutorials on these, but I was going for a more organic look so I just did my own thing. The major part of the nest is one long wire, coiled, and twisted on itself at intervals.
The nest is about an inch in diameter. I used a tarnish resistant 20 gauge copper wire that I got from Bally Beads, and some 26 gauge Artistic Wire to hold the eggs in place. The eggs are pale pink pearls. Now I need to make some out of sterling silver, bare copper, and maybe brass wire. I have some antiqued brass wire that would look good. I think I could use some 24 gauge wire and do earrings.