You can find several books about the general techniques of muppet-style puppet building at the Puppeteers Of America Store. Go to the PofA website and you'll find a link (start at GOOGLE and move from there).
The Foam Book is a great place to start.
otherwise, if you have specific questions about materials or technique, you can post questions here and I'm sure many of us will have answers.
The big thing here is to remember: There ARE NO RULES. As evidenced by the tutorial that you posted above. I don't do any of the things that guy mentions in his tutorial, but that that doesn't invalidate his technique or mine. We just do things differently.
The Muppets are built in a plethora of different fashions and with a scattering of different pattern styles and materials. It is the ART STYLE that ties them all together... which people often mistake as consistent materials or patterns. Its the design style that makes the Muppets what they are.
Techniques for working with fleece and foam and felt and fur are pretty universal, and yes, the Muppet Workshop pioneered many of those techniques in the world of puppetry. But you can use every professional technique in the world and still make a puppet that doesn't look like a Muppet. And that's probably a good thing. We all love the Muppets, but in our own creative worlds, we should strive to develop our own "looks". And i'm sure the Muppets would appraciate it too.
-Gordon