I had just come back from South Africa and I was inspired by the frequent reuse of Coke cans, bottles, bottle caps and the like that I saw.
Step 1: Step 1: Procure Materials (and Safety Tips)
-steel wire of various gauges: I used 14 gauge for the framing, 16 or 18 gauge for the ribs and smaller details and 28 gauge for attaching various larger gauges together
-coke cans: I used, I think 60-80 Coke cans. I'd advise looking in recycling bins and whatnot. My office at work goes through a lot of Coke cans. Mixing in some Diet Coke or other cans might also work well, to give it a more varied look like some birds have.
-duct tape: of course
-needle-nose pliers: the kind that have the wire cutting part work well for double duty
-scissors: use cheap ones that you don't care about being destroyed because they will be dull when you're done.
-copious amounts of free time: I spent a lot of time making this and expect that you might as well.
Safety note cutting soda cans will create sharp edges. Additionally small gauge wire is sharp. Take proper precautions while working on this costume and while wearing it around.
Step 2: Make the wing frame
First I made the outer frame out of the thickest gauge wire. I then added a second frame on 2 of the three sides in sort of a wedge (see second photo) for some strength and then connected the two.
Then I added the center rib running down the length of wing and the ribs running up and down the wing. These will be useful to attach the "feathers".
Lastly I added the handle to the end.
I did this sort of by eye and then matched the second one to the first.