www.larocksmagic.com - my primary supplier for clown things. Good service, quick delivery, never had a problem with them in any fashion.
http://www.zeitgeist.net/wfca/wisefool.htm - a community art/theater site. For around $10 you can get a handbook from them with instructions on making: Giant Puppets, Peg Stilts, Shados Puppet Theater, Stilt Pants, and more...