Ideas for creative protests can come from anywhere. There have been some awesome recent examples of really unique protests. For example, in Russia when citizen were told that could not protest the elections, they made their toys into wee little political scapegoats. Small Lego men and teddy bears were arranged with placards and protest sign where humans had been denied. The tiny protest garnered intentional attention.
In Canada, anti-tar sands artist Franke James has used her art in ad space in front of Parliament after her exhibit was banned. Her posters were a series of letters to the prime minister, demanding answers. Read more about James' journey through her art here.
If you find yourself at a total loss, this 21 page guide to creative visuals from the Ruckus Society is good place to start. It includes how to make banners and signs, how to stencil t-shirts and has estimated costs for all of these. With the basics of making awesome canvases covered in the guide, all you need to do is provide the political art.
Check out the Puppeteer's Co-operative for 68 ways to make really big puppets. The website has technical tips as well as creative hints.