Comment on Only Woman A Soldier Needs by mrsmonaghan
A lot of measuring, sanding, sawing and gluing. I used a combination of PVC pipe, wood, metal, super glue, bolts, craft foam, model magic and paint. My older brother is a mechanical engineer, and my dad does wood work as a hobby so I had a lot of great advice/help from them. My cosplays always end up being a group effort. 
The first half of the gun is the pvc pipe. With everything attached with nuts, bolts or screws. The heat shield is metal, from some section in Home Depot that we adjusted. The handles are made from wood. The trigger was made by older brother using some wire, bolts and something else. That huge fan part of the gun is wood concoction that my dad designed and we cut/sanded down to the right shape. The brim part is model magic with a craft foam covering. The final step was to prime and paint everything.
The first half of the gun is the pvc pipe. With everything attached with nuts, bolts or screws. The heat shield is metal, from some section in Home Depot that we adjusted. The handles are made from wood. The trigger was made by older brother using some wire, bolts and something else. That huge fan part of the gun is wood concoction that my dad designed and we cut/sanded down to the right shape. The brim part is model magic with a craft foam covering. The final step was to prime and paint everything.
Amazing! I can somehow imagine the satisfaction you get when your cosplay is finished. That Rocket Launcher (heck, everything in your cosplay) is Incredible.