Start by looking for materials that resemble the general structure. A few items coming to mind are metal pipe and fittings. A "T" fitting could be the "head" while a longer pipe could be the handle.

"Bondo" is available at Pep Boys, or your local automotive store, and is a strong, mildly sculptable material that works wonders for adding details.

I would start with the basic shape, and then add details to finish out the design. Paint, of course, would be the final step. You can use cheap spray paint for the base color, and nicer model paint for any details.

Check out your local Home Depot or building supply store for ideas, inspiration, and parts.

Good Luck!