You can make your armor out of many things, we recommend Sintra.
Sintra - Sintra is a flat sheet - available in various thicknesses - of a moderately expanded closed-cell polyvinyl chloride (PVC). Sintra is the brand name, and known by other names in regions other than the US. For example, in the UK sintra is mostly commonly known as foamex. Sintra is very easy to cut, heat, and shape, and it is very durable. It does not, however, handle complex curves very well. It's also probably the most common material used for mandalorian kits. 3-6mm thickness is recommended. 3mm is easier to work with for beginners as it is not as thick as the 6mm.
ABS - This is the plastic used to make Legos. A bit more durable than Sintra or Kydex, it also doesn't shape well when trying to shape a pre-cut piece via a heat gun or something similar. ABS is best used to vacu-form, or in 3D printing. It has a higher heat tolerance than Sintra.
Styrene - Somewhat similar to Sintra and ABS plastic, it's neither as durable, nor as easy to work with. It melts easily, so unless care is taken with your heat gun, you could wind up with an awful mess. The end results, though, if care is taken during construction, can work well.
Metal - Aluminum, steel, stainless steel, copper, bronze, etc. Very heavy, hard to get refined shapes.
Lastly, let's address the elephant in the room:
Foam:
Foam is not a durable or rigid enough material for your armor. It does not hold complex curves, we do not recommend foam. No matter how much skill you have on foam, you can always tell it's a foam kit and it doesn't hold up to wear and tear.
(Foam is also not an approvable material for armor in the MMCC)
Coming soon:
How do I work with sintra?
There is an excellent list of templates on the MMCC forums HERE.
Dented Helmet
Legacy Armor Plates
There are still some vendors that make and sell armor, you can view some on the recommended vendors page HERE.