Ok so if going to home depot, efoam.com, and Mood Fabrics sounds like your idea of hell, here are some other alternative headboard DIYs:
Go to a salvage yard (always a fun adventure) and get some scrap wood / or an old door frame and use it as a headboard!
Cons: Your room has to be nice and everything else should be non-junkyardish or it will look like a total trash mess, Termites.
Oh I love this one! So cute. Measure around your bed, go to Home Depot (sorry, it's pretty unavoidable), get moulding as measured, paint or not, get wallpaper, wallpaper it up.
Get large art work, hang over bed for a headboard-ish look. (Lower works a bit better).