http://www.nccg.org/340Art-HeadCovering.html

The
New Testament plainly teaches that a woman should have her head covered
when praying or prophesying either at home or during assemblies as a
sign both to men and angels that she is under authority and submitted
to her husband or (if she is unmarried) her father (1 Cor.2:11-16). For
an excellent detailed study and exhaustive exegesis of this subject
from an evangelical Christian perspective, see The Woman's Headcovering by Michael Marlowe (http://www.bible-researcher.com/headcoverings.html).
The historical evidence clearly shows
that Jewish women of the first century A.D, in the time of Yah'shua and
the apostles, not only wore head coverings during prayer but also when
they were outside their own homes, i.e. in public places. A minority
kept themselves covered at all times, even at home. The latter,
stricter practice also involved covering the lower part of their faces
in public so that they could not even be recognised. We know from the
artwork of the more liberal Hellenised Jews that even in less
conservative circles women used headcoverings during this period while
the men were clean-shaven and bare-headed. This confirms, along with
other evidence, that in all strata of Jewish society women covered
their heads in assemblies and in public. For a more in-depth study of
the cultural practices not only of the Jews but also of the Romand and
Greeks, please read http://www.bible-researcher.com/headcoverings3.html.
Taking the biblical and historical
evidence together, MLT believes that women should have their heads
covered in worship and in public. Whether women want to have their
heads covered at home at all times is a matter for their husbands to
decide. We do not accept that the lower parts of the faces should be
covered in public though Christian women living in Muslim cultures that
follow this pattern may wish to do this for their own safety and to
live in peace with the dominant culture.

An illustration from the time period from a mosaic showing not only the form of headcoverings used but attire generally
Where to buy headcoverings:
http://www.nccg.org/store/headwear.html http://www.headcoverings.com/ http://www.wendysmodestdress.com/id17.htm
http://www.tznius.com/cgi-bin/tying.pl