Well usually things like this in film would be made with latex, which is probably the hardest most expensive way of going about it.
One way would be to make a dome on top of your head out of foam or papier mache (using a ball or balloon to get the shape) then stretch fabric over it and attach it all to a balaclava made of the same material. Exposing your ears and face and all that of course.
I think that's your best option, I do a similar thing with my fursuit and Venom masks:
Good luck with that though and it's awesome to see someone doing a Megamind costume.