You will need:
Cardboard ~ not the corrugated stuff unless you want it to look crappy I used the backs of some desktop calendars...the big ones 42 x 64
Glue ~ Any kind will work as long as you seal it before resining or painting. I use white glue and hot glue The white glue is for smaller details, and the hot glue is for big stuff or stuff u don't want to hold for a long time while the glue sets.
Clamps ~ Small clamps for holding glued pieces together Bulldog clips or clothespins will work too.
Sculpting medium ~ I used wallboard joint compound because thats what i had on hand. You can have better results if you use bondo or some other medium.
Pattern ~ Don't just throw something together. Make a plan! There is a paper modeling program called Pepakura that is very useful if you want to make a prop from a 3d file. Click here to get it
Sharp Knife ~ Xacto knife or something similar with brand new blades (blades will get worn out quickly cutting cardboard)
Sandpaper ~ For sanding...duh
Paint ~ O.o
Greeblies ~ Random junk to give it character