I agree with Elizabeth - do your research. Check out photos of your favorite vintage leading ladies and modern day pin-ups. Old magazines, old movies, old photos - heck, even take a look through PL's wonderful collection of photos - tons of inspiration there! :)
You could also check out the Cosmo Lounge here at PL - for a monthly subscribtion ($10/mo) you get how to videos and tips from the Pin-Up Hair Designs team.
A friend of mine got married last year. She and her bridesmaids watched the movie "The Pin-up Girl" staring Betty Grable with the hair stylist. They all chose a look and the stylist recreated the looks on the wedding day. This was a 1940s wedding, so you can imagine the hair was fabulous!