Gather your cat and cat brush. If your cat is like mine, that shouldn't be too hard! He loves brushings. (We have a "Furminator" brand brush and a regular brush for such cat toy making days.)
Brush cat. (This will be messy.)
Yuck! However, grab all this hair together...
Use your hands to really compress the hair into the smallest lump possible. My cat likes a mustache/roll shape versus a round ball.
Toss it around. Cats go CRAZY over it.
When he was younger, he even use to play fetch with it.
At the end of the day, throw the hair ball out. Otherwise you may find a hair ball explosion in the morning...