Foam would be my best suggestion. It's more 3D than cardboard and looks better in the end. If you don't want to deal with the paper mache (which I would do, simply because it won't break as easily) then use a very fine-balled (those are not technical terms, I mean that foam that isn't made of little balls, but that sort of softer stuff) as not to have a strange appearance.
"All this running around,
Well it's getting me down,
Just give me a pain that I'm used to,
There's a hole in your soul like an animal..."
-Depeche Mode, "A Pain That I'm Used To"