Check out the wired article for details, but prep and execution are pretty simple..
- Boil whole chicken (easily available in Asian markets)
- Soak the de-fleshed chicken in Liquid Draino
- Hot-glue the bones together, using 16 gauge wire to string the vertebrae
- Refer to chicken anatomy pages via Google search (like this one) for reference.
- Get creative with other animal skeletons and composites