Here’s a great ebook on Building Parade Floats to get you started. 

Here are some more Float Building manuals to give you some inspiration: Upper Arlington Civic Association’s 4th of July Celebration FLOAT BUILDER’S MANUAL, Reedley Fiesta Parade FLOAT BUILDER’S MANUAL

Below are some links to pages which have ideas, inspiration and how-to info for Parade Float design:

How to Build a Parade Float
Easy Parade Float Ideas
Astro Float Design Catalog
Google Image Search 

The following links will take you to suppliers of Float Building materials:

Parade Float Supplies & Decorations
Walt Evans Decorators, Inc.
American Carnival Mart
Mardi Gras Spot

Of course, many Floats entered over the years have successfully used scavenged and locally found materials to great effect. Be imaginative…be creative…be horrible.