When collecting, keep in mind that the burr oak (aka mossy-overcup oak and scrub oak) has the largest acorns. You will want big ones. Filling up a vase takes quite a bit and painting them can become rather tedious. Another thing I did was stick all the acorns in the freezer for a few days. Acorns are pretty buggy and you'll want to kill them before you start your craft project.
Create a white paint and Elmer's glue mixture for your initial coat over the entire acorn. This is also the time you'll want to glue any caps back on that may have popped off. Then put a second coat of just white paint over everything.
The next step is to paint the caps brown. This took me a good solid two coats. I put wax paper down to help with things not sticking. After the brown is dry, go ahead and paint the rest of it with the color of your choice.
The final step was to spray everything with an aerosol mod podge as a protective coating and to give them a little shine. I found this cylinder vase at the dollar store to put all the acorns in. Ta da!