There is a segment in :
http://youtu.be/rWc9rBGcc8wabout 3:57 is a look at the outfit. Fibreglass structure to reduce weight, lots of fur, really long fur, latex or silicone, and lots of electronics, which you may be able to do a budget version of, more mechanically. Plus you would have to dream up your own character to get around copyright. But it would be a cool project.