Amongst the Big Daddy concept art in the free Bioshock art book I've mentioned, is this Big Daddy doll. What a great craft project, it looks like you'd need:
-doll wearing dress shoes
-bowl
-tin can
-two spools
-5 mismatched buttons
-rope
-corkscrew
-thimble (?)
UPDATE: Here's the Big Daddy toy featured on the Bioshock 2 teaser site:
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Looks like the head is a baseball with pushpins shoved in, and the arms are rope.
*Previously: Day of the Dead geisha doll.
*Buy Bioshock toys at eBay.