I was browseing through the videos that the Henson Company had uploaded to Youtube and found this one which I had not seen before. I think it is a great example of how you can do a demo reel of a show you may want to get backers for.
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https://youtu.be/LaGxQSqZbI0Granted this show was never produced but the quality is good and it really helps explain the format of the show in an entertaining way. It even introduces the other characters in the show although they have not been built yet. Combining this along with other material like story boards and drawings of set and characters would go a long way I think in generating interest in something.