If you wish to follow in Leto II's footsteps and transform yourself into a living embodiment of Shai-Hulud, simply follow this Instructable.
I got one of these cheap play tunnels for my kids, and suddenly had an epiphany: it would make an awesome base for a Shai-Hulud costume. As a long-time Dune fan and all-around geek, dressing up as a giant sandworm was quite possibly the best. Thing. Ever.
A google image search turned up just one previous attempt, a two-person affair which looked more like a Chinese dragon costume, so this obviously had to be made. Eric and I both worked on this costume, and I wore it during the day to our company Halloween party (where it won Scariest Costume!) and he wore it while out trick-or-treating with our daughter, who dressed up as Alia. (See Step 8.)
It turns out to be an excellent geek test: do people think you're a Sarlaac? From Tremors? If they know you're from Dune, do they think of the books, David Lynch movie, or SciFi Channel mini-series? (For the record, it's the Frank Herbert books all the way, with the movie for classic campy fun.)
The costume was actually pretty simple to make, once we got the concept down. It takes a while to assemble all the parts, but the end result is a ridiculously sturdy costume that will stand up to abuse from adults, kids, and very confused pets. I'm hanging it up in my office, and will add pictures once it's properly rigged.
Intro image is a composite made with Pixlr Editor. Background photo is of the Peruvian desert outside Huacachina. Blue eyes throughout also courtesy of Pixlr.