Printer paper and sketchbooks and cereal boxes. Draft out sizes, sketches and make everything to scale that you want it to be. I had a lot of paper sketches and drafts before I even put them on the cardboard and then the foam, just to make sure what I would cut would be pretty exact to the final product's shape.
After that, I'd suggest the craft foam from JoAnn's. Seal it with glue, heat it if you need to, and paint it. And the fabric backing is a good idea for sturdiness and to reinforce its shape.
http://entropyhouse.com/penwiper/costumes/helmsdeep.html <- is a really good tutorial
the 3D paint is wonderful
![Cheesy :D](https://www.kumoricon.org/forums/Smileys/default/cheesy.gif)
And it takes paint on top of it pretty well.