Step 1: The best option: a nearby recycling plant, other options include streets, parks, craft stores (you can ask the clerk if you can take fake plants on the ground), anywhere that has human-produced waste. Great materials to use are listed here. The main ingredients you'll need are: styrofoam (like the stuff found in appliance or computer packaging), flexible wire, hot glue and hot glue gun, organic cotton batting, water-based paint and self-hardening clay.
Step 2: For your first animatable puppet, you can use almost any kind of flexible wire. However, eventually you'll need aluminum wire that's specific for armature making. You can find appropriate wire at craft stores, hobby stores, or online. It's very hard to find wire that's reusable,