I'll try not to get too technical in explaining exactly what I do, but that would be near impossible:
I use
#10 granny cotton thread and a tiny size 7 (1.65mm) steel hook to crochet a 'double sided'
single stitch, so it is twice as thick as it would be if I had done it in normal rows (this is a unique technique that is hard to explain but it is based on the stitch shown in the video).
The size of the hook I use combined with the size of the thread and the particular stitch I use results in something resembling a tiny canvas belt similar to this one, only it has a normal watch band buckle attached to it:
You could never fit the metal part between the stitches (it's that tight), so I have to create the holes by skipping a stitch every so often and creating an extra stitch to act as the base for the next row.
A small pocket must be made that has a small hole for the metal part to fit through, on the buckle end. I have to take the pin out that holds the buckle together to insert it and put the buckle back together, attached to the band. (if you look closely at a leather band's buckle, you will notice a pin that is just like the two that holds the band onto the watch)
It is made in one long continuous piece that is threaded over a watch pin, under the watch back, and over the opposite pin.
And yes, I even make loops near the buckle to thread the band through that hold the band flat.
So basically, it looks a lot like this nylon one but it's cotton:

It's about 8-10 hours of work for each one, and I can get 3 bands from a single ball of thread.
They are tough, comfortable (you don't get a sweaty wrist), they can be machine washed and tossed in the dryer, and even bleached if you make them in white or beige.