Google "Axworthy Flying Ghost". Not the easiest in the world, but the best. Look at several different sites. There are a LOT of ideas, tried and true that you can choose from to fit your needs!
Stand in your yard with a prop tied to about 12 feet of cord and whip it around and around? Sorry, couldn't resist. As stated, the axworth ghost is probably the most popular way of creating the effect of something flying around your yard.