I always used light grey (not white) crepe. That's a mix of light gray and white strands and give you a less stark look than straight white does. Straighten it (hot water and then hang to dry) and then use a clear drying glue ("weld bond" or "tacky glue") to apply (using a popcicle stick to push the ends of the hair into the glue).
If you're working on a foam or latex piece you can also punch it of course.
Hope that helps,
Tom