The December 2005 Shop at Home Catalog had a pretty cool sphere shapped LEGO ornament on it. Shortly afterwards there was a link on the LEGO web site (which I can no longer find) for instructions for the sphere. Fortunately I had saved them and have since uploaded them to BrickShelf.
My kids were interested in making some of these. Sophia and I made a red and green one first which matched the S@H cover. Renee and I also made a yellow and white one. Travis and Sophia and recently watched Monty Python and the Holy Grail and decided the yellow and white looked the Holy Hand Grenade and played with accordingly for a couple of days. We ended up giving both to my mom and dad as part of their Christmas present from the kids.
These spheres are really heavy and use quite a few bricks. I need to load up on the 1×4 Brick with Studs on Side before I can make many more. I also found it odd that I had very few 2×6 Technic plates. Bricklink here I come!