You can use "the wedge method"; to make a perfect sphere glue together 8 wedges cut from sheets of foam that are four times longer than they are wide (imagine slicing an orange in to eight pieces and you'll get the general idea). I find that 1 inch or 3/4 inch foam works best. There is a free wedge pattern that you can use
here.
There is also a tutorial that explains this type of foam puppet construction
here (it's incomplete, but covers the basics of putting the head together).
Does that help?