Cardboard, or if you have access to lots of stupid road signs, coroplast (the signs at the side of the road are made out of corrugated plastic so it's water proof and cuts similar to cardboard and easily painted).
You can make a support structure out of cardboard as a base for paper mache once you figure out the shape you're going for, and then do a few layers of newspaper strips over it, paint up and seal if weather is projected to be rainy.
You almost could just cut off the corners of a rectangular box, use a bit of strong duct tape to stabilize the shape itself (it's more paintable than the shiny packing tape stuff) and then "round" the corners off using a combo of tape and maybe newspaper crumpled and taped over to fill in?
Or you could do it like this to start, then just bend/crease the cardboard itself, and tape it into place with duct tape and then paint that since it won't be a display you're going to want out in the weather for days...
I made a spider using a spine/strip technique and paper mache a few years ago and it wasn't hard once I got the basic shape figured out: