Any time I've made a character, I just use whatever I have laying around that's not already in use, and work from there.
Old boards, pipes, wire, branches...some burlap or torn jeans or old shirts or coats...rags or plastic supermarket bags for stuffing - or packing peanuts in plastic bags (yeah, I've kept them for just such a reason)...
Basically, anything to get the basic shape, form, and pose - I'll add details as I go along.