This month I made one out of King Cole Galaxy, a brushed acrylic/mohair mix which is also threaded with sequins. I used an Inox 6 mm/48" circular needle and cast on 120 stitches.
For fun, I am also making one with the same yarn, 2 related shades, doubled, on the same 6mm/48" needle.
After casting off the mobius, block by stretching as far as it will comfortably go, then lay on the end of the ironing board (because you only want to gently steam one layer at a time), keeping the width consistent, going round and round, section by section. Galaxy has quite a bit of man made fiber and is senstive to heat, plus knit purl ridges don't want squashing.
Once again I use the trusty wet (Australian) tea towel and steaming thoughoughly yet gently. The piece should feel warmly damp.
When completely dry, use a brush to improve the nap of the fabric, stroking the stitches with the horizontal grain of the stitch pattern. Done! There are lots of other infinity scarves out there, most notably on the Garnstudio website.