Let's see... Mainly I used a band saw, a wood routing table, and a scroll saw. Oh and lots of sandpaper! It helps to have an orbital sander of some kind if you don't want your hands falling off.
The end caps and covers are wood (poplar) and MDF. They were cut to size using a chop saw and band saw, then shaped with a rounding bit. We cut out the big circles by first drilling a large hole, then threading the blade on a scroll saw through and cutting out from the inside, if that makes sense o_o The round parts are a section of 4" PVC coupling I cut in half! I cut the holes so they'd fit perfectly. I attached the caps after I had covered the main body in paper mache (wood glue, water and newspaper) The hollowed out parts in the covers were doing using the router by hand.
I guess you could theoretically do the whole thing in foam if you wanted, I just wanted the extra durability wood gave me.
Oh one detail that isn't shown but is important- along the bottom there is a piece of wood along the entire length. The handles are screwed into it, as are the end caps. I routed out the bottom the exact width and thickness of the board so it's perfectly flush.