Um...hope?

I think it'd be easier to do by sewing animal heads - with the human faces showing through, just with ears and um, pelts - like hoods that velcro at the neck, maybe with a collar that reaches under the clothes. Then do make-up and maybe strap-on noses for the faces, plus the glasses, etc.

Problem there is you might look like woodchucks or something instead of squirrels, but it'd still be funny. If you want to do squirrel tails, that'd finish it off, and that'd be where the chicken wire comes in. I have no advice on that, except you'd need to wear harnesseses to hold them up, and you could papier-mache, paint, then use the same fabric as the heads to finish them off.

You could just rent squirrel heads, like this. That may not have the intensity you were going for though, I suppose.

Can you just papermache the top half into something squirrelly? Really you just need some cheeks and a little snout, right? The rest you can do with make up?

I have re-read my comment and I am struck by the number of naughty words it contains. Odd.

Yeah, dropping "woodchuck" in the wrong social setting will get your ass kicked.

Well, I want them to be really large, and not goofy-looking, but eerie, with big dewy eyes. I think papier-mache is about the only way to achieve the size I'm after.

I think you'd be better off doing soft sculpture and go the muppet fur over foam rubber direction. I've done paper mache a fair amount when I was younger and it looks just a little too crappy in the end and ends up weighing a ton.

Looking at this picture, you can probably make the head out of five pieces to seven pieces: (1) the forehead, (2, 3) the sides, (4, 5) the ears and it might be necessary to do the neck and back of head as separate pieces, but I don't think so.

How I would do it:
materials:
1/2" foam rubber (maybe 3/4" or 1" even, but 1/2" is easy to work with)
contact cement
muppet fur (buy this later).

First make some small scale mock-ups. The top of the head and snout is going to be shaped kind of like a tear drop and the sides will be more or less like Minnesota. The length of the Canadian border should be half the perimeter of the top of the head. Glue the foam together with contact cement (well-ventillated, please) - a little glue on each piece, then press together. You should use spray mount adhesive (ie, Post-It glue in a can) for you prototypes. Make tracings of the pieces when you're happy with the shape, then glue permanently. For the ears, make two shapes like an IEEE OR gate, trace on paper then glue to the head. Cut the same shapes out of muppet fur with a 3/8" seam allowance (except for the ears) and sew up. Cut slits for the ears and eyes, and stuff the foam into the muppet fur. Cover the ears with muppet fur. Shove foam balls painted black into the eye slits from the inside and glue in place. I don't know how you're going to see out, but you'll figure out if it will be through the neck, mouth or forehead.

Hilarious! This very afternoon I went to a "temporary" Halloween store (in one corner of a cavernous former Wal-Mart) because my nephew wanted to shop. As a normal thing he enjoys a sort of pirate/Goth look -- all black, skulls, a headstone in the back window of his truck. Anyway, he kept suggesting goofy costumes for me to wear and I kept refusing. Not only do I not have a party to wear them to, I just have never really gotten into it -- Halloween itself is OK, but the whole costume thing sort of leaves me meh.

I mean, there are a few costumes that qualify as "scary", and a few that qualify as horror-movie knockoffs, and even a few that qualify as real characters. I don't see the point at all of a generic "cop" or "priest" outfit. The only costumes at this store that fit into the "conceptual" mode were an oversized "HELLO MY NAME IS" tag six feet across, and a "plug/socket" costume pair for ... yes ... a man and a woman. A couple others (like a genie's lamp) were similarly sophomoric-sexual.
I guess this only proves I'm not the only one who has trouble flirting at parties.

Anyway, about the only time I've actually laughed (almost) out loud at a Halloween display was
this one in the front of the store.

Wow, plinth, that sounds do-able. Thanks for giving it so much thought. Your point about "crappy-looking" and "heavy" is right on...how easily we forget (Grandma made me a really nice Minnie Mouse head when I was a kid, but it was sooo heavy!).

I think I'll try the foam idea. I appreciate the help.

Stilicho, yeah, I'm always a little weirded out by the "slutty nurse" and "caveman/cavelady" costumes they have at those party stores. Funny.

Foam can be quite structural. I have both foam, and an electric carving knife (irreplaceable for cutting foam), if you happen to be in Portland. Fake fur is required. My son had a puppy costume that worked because it was basically a fur tunic, with a different color for the belly, and a fur hat with ears. Makeup did the rest of the job. I've kept is because it's such a hit with visiting children.

I'd kind of like to be the Grim Reaper, but am unlikely to get organized. That parade looks excellent, but the site is not.