Cachalot's Eye flame looks awesome.
I'm faced/facing this situation myself as I wanted to make the cannon for a friend and deathmaster for another.
For my eye flame i went for something a bit simpler and cheaper.
Basically a blue binder divider cut out in whatever flame shape you want, a few other pieces layered a top and presto. It's light enough where spirit gum can be used to hold it in place.
As for BRS cannon. i was going to use someones tutorial on here on how they made Ovan's (.hack) arm casket as a basic idea for the thing...currently trying to find it again. I did find these with the same basic idea:
PrinceMercury1 - http://www.cosplay.com/photo/1447496/
Just lots of cardboard shaping...I've also seen one using LEDs to make the inside of the barrel glow (Really cool looking)
And then there's Deathmaster's wings. I ran a few ideas to work with myself. Constructing the wings and spirit guming them on would prove to be painful and dangerous. I figured a possable route was to instead attached them to a clear strap (like how some dresses have to hold up a dress without being to noticable) Could have one across the mid back and then two others to shoulder for better support.
There may be other ways but these were just ideas i had come up with for when i start working on them.
If you want to trade ideas, feel free to drop me a line. I'm not workign on them yet but I'm gettign a head starton how I plan to accomplish all that I want to do.