We made ours with sleeping mat/ thin eva foam
(There are more in-progress pictures on the rest of my blog)
it was 7mm and is cheap compared to worbla etc.
Also go look up the alphonse pattern for pepakura, it makes your life thousand times easier, cut and paste and done.
We glued all together with regular glue but only at the end did we figure out that hot glue makes it so much easier.
Also, for the spikes. Party hats.