These are our small pillars.  The large ones were such a hit back in '02, we decided to add two more small ones in '03. 

The frame is simply 2"x2" boards cut so the box is 4' tall, 2' wide x 2' wide.  The 2"x2" boards are glued with Liquid Nails adhesive then nailed with a pneumatic nailer to form a box.
The box is then covered with brick paneling available at Menard's or other home centers.  The paneling is interior so I placed the 4'x8' sheets on the driveway on a HOT summer day and sprayed them with Thompson's Water Seal.  I sprayed them again and again till they would not accept any more sealer.  I used about 1 1/2 gallons per 4'x8' sheet.  The sheets were cut to fit the outside of the box and three sides were nailed on.  I also added a 2"x4" across the bottom to support the pneumatics.  I then painted the entire inside of the box black.
Here you see the center 24" pneumatic cylinder mounted to the 2"x4" on the bottom of the box.  Then I used a 2"x2" towards the top to support the top and keep it level.  Next to the cylinder is a 1/2" x 24" black pipe mounted to a pipe flange.  This is used to keep the monster from rotating as he/she exits the box.
I next made a support for the monster.  It is a 3/4" aluminum channel.  In the center I have a hole to mount to the pneumatic cylinder.  The first picture shows the 1/2" threaded rod that slides in the 1/2" black pipe to keep the monster from rotating.
Next we needed a way to mount the monster.  I used 1/4" threaded rod and ran them a few inches from center of the channel.  These were left long for now.
Here is the support mounted in the structure.
The head for the monster is a mask filled with foam.  The mask is impaled onto the two 1/4" rods then the foam lid to the box is added.  Finally the lid is secured with locking 1/4" nuts.  Add some burlap for the body and you are done.
Of course I added  a pneumatic solenoid, air line, a trigger mechanism, a light that turns on when the unit is triggered, a timer and more.  There are two.  One on each side of the yard.  I added in '04 gargoyles to the top of each of these as well.  The gargoyles have blinking red eyes to draw your attention to them.