as far as the "scotts foam", i haven't been able to find any in my area, but you can't go wrong asking around, or grabbing a phone book and looking for foam suppliers...
if you are looking to put a covering on your puppets, but not dye them; i have found some 1/2 in. polyfoam at jo-ann fabrics... although not the best, and the fact that it is blue, it gets the job done... for me, anyway...
hope this helps