look for the dense kind at home depo, or that sort of place. You can paper mache over those, but make sure you do lots of layers! When I made my bridget handcuff it was totally awesome, but I only used on layer so after about half the day it started falling apart D: (I used craft styrofoam for the base, it is easy to work with and can be bought at JoAnns, only problem is that it is pretty fragile).
The droopy kind of foam wont really work at all :/ I know, I made that mistake too.