Work with wire. Thin-gauge wire can easily be bent by hand, so no special tools are required. You don't even have to buy wire if you have some paper clips handy.
Work on this one took place in two parts.
Part one: bending paper clips into heart shapes. Done mid-afternoon at work while waiting for a rather large file to process on my computer screen.
Part two: the actual assembly, was done with friends in the Quebec countryside, by a fireplace, while planning the next day's snowboarding/snowshoeing/hot tubbing extravaganza :)
Thanks to Grady, Maya and Morgan for helping out and for modeling the results!