I'm in the planning stages of making Mandalorian armor (from Darth Maul's brief reign of power during the Clone Wars) and one of the main factors that will decide how difficult and how expensive it will be is the construction. Vacuum formed plastic is a prime choice for making it but it's pretty hardcore if you are just getting into costuming. I found that was too far out of my league personally so I decided to go with the much easier EVA foam route. As Therion said, Youtube is a treasure trove of information and tutorials. Very important if this is your first foray into costuming is not to get discouraged and start believing that it is too far beyond your abilities. The two Mandalore pistols below were my 2nd and 3rd attempts of making weapons out of EVA foam with just tinkering around with it and watching lots of videos on how to shape, dremel, and work the foam into ways that I wanted.
Also check out the Mandalorian Mercs, it is pretty genius (and very helpful if you are getting into it) that one small segment of Star Wars costuming has an entire legion of members dedicated to it.