I am currently creating my first marionette, a Mardi Gras reveler complete with feathers, gown, and mask. Her puppeteering "gimmick" will be that she is second-lining, dancing to a Mardi Gras beat while waving a handkerchief in the air. It is a New Orleans wedding and funeral tradition that is sort of difficult to explain, so here is a link to a video if you are curious :)
I have already made the neck of my puppet, choosing to go with a neck that is free floating, unconnected to the head or shoulders except by a cord tied on either end that will be anchored inside the head/torso. This allows for free movement of the head independent of the torso or neck.
I have also started on the head. I carved out a piece of styrofoam, covered it in plaster wrap, and then began adding layers of water based, air dry clay. Once complete, the styrofoam will be removed piece by piece so the head is hollow and able to be strung from the inside (the alternative, a solid head, involves visible screw eyes for stringing). The nose is rather ugly but will be concealed by a mask, so I am mostly focused on making the eyes, lips, and chin as nice as they can be.
More coming soon, I'm riding a wave of inspiration :)