I made my first last night. I had bought little plastic sew on snaps from Joannes, but when I went to put them on, my wings were mistakenly shorter than I planned (I'm new to sewing in general) so I improvised and cut the hook and eye of an old bra and sewed it on to the wings.
It does run the risk of popping open (like when you squeeze the bra back together), but I tried it on for a while and it stayed in place just fine.
For my next one (since I already cut the fabric with the first) I think I'm going to use narrow grossgrain ribbon to tie the wings. It's probably not as convenient as a snap, but I think it should work.
Also on the PUL question, it is supposed to be really good, but if you don't have an abundance you can also hunt around the house for other waterproof things to repurpose. I used the outer shell of my son's old tattered jacket and it worked really well. I actually made mine mostly from repurposed materials.
I posted a picture here:http://community.livejournal.com/diy_pads/298692.html