It all depends on if you want it as a prop or as a character. I have milky white as a costume for rental in our warehouse. But if you are thinking a prop, I would agree with the video I've seen, start with a wood frame, wrap it with chicken wire/ fence, and paper mache the whole thing and then paint! I hope you figure it out!
Break a leg!
~ Liz @ Pierre's Costumes
East Grand Rapids High School has a great one for rent along with other scenery elements.
I don't see a way to make a live link, but you can cut and paste this into your browser.