I caught a few episodes of Jim Henson’s Creature Shop a while back when my wife was in the hospital. It was very entertaining and informative, and probably the closest a reality show has come to portraying what prop builders actually do (though the show deals with creature building). I recently found that the SyFy website has some companion Creature Feature videos to go with the show.
In the videos, the expert mentors on the show, Peter Brooke, John Criswell and Julie Zobel, take you through the process of building a creature. They start with design and sculpting, go through the animatronics, show you different finishing techniques, and end with how puppeteers bring it to life. It’s not an explicit “how-to” guide, since they gloss through everything quickly and don’t go into details. But if you have some experience, it is great to see how the masters do it, since you can get a lot of inspiration of new things to try on your own.