Okay, I've worked with EVA/craft foam, and am working with Sintra (although I haven't gotten very far as of yet) on this year's project. Having said that, I'd probably look at a few things if I were you:
1. Budget: The Sintra WILL be more expensive than foam. Worbla (I believe) will be more expensive than Sintra. So what are you comfortable spending on this?
2. Experience: I'll have to say, working with foam has some advantages, but so does the Sintra. Depending on the Sintra's thickness, I can cut it with a utility knife that has a fresh blade. The thicker pieces require some more advantageous tools. The foam can always be cut with that utility knife, even if the blade isn't that sharp. Although you'll have to go back and clean up some of the edges. So what kind of art/crafting experiences do you have so far? (Note, this doesn't mean cosplay, it could be anything.)
3. Tools: As stated in experience, some materials require additional options to really use. Cutting some of the shapes in my materials just got to be too hard with a utility knife, so I broke out a saber saw/jig saw. Made things much easier. But what do you have access to, or who do you know who can give you that access to?
Like Midnight said, I'd recommend using the foam first. Actually, when I begin making a prop, I usually prototype it in CARDBOARD of all things, because it's the cheapest material and lets you get a good feel for rough forms. From there, you can see how it fits, if there are scaling issues, etc. And when you're done with the prototype, then you can use your real material for it.