The tubing really needs to be wood, or at least fiberglass reinforced foam. They will have the highest load/volume ratio so they need to be as strong as possible. You'll just need a Dremel to get the wood round, or you can do this method of wood and apoxie sculpt (in the link I use bondo, but apoxie sculpt is more than viable).
See how I offset the wood on the sword so I can sculpt in a bevel with bondo? You can do the same thing for round stuff, and apoxie sculpt will help reinforce the blue tubing bits to hold more load.
Hope that helps. Don't be afraid to ask questions! We're here to help you make some awesome cos and I'm always available to talk some shop whenever.