Suggestions for making a "robot" arm?

[cidereider]

I'm planning on cosplaying as Gaige from Borderlands 2 for PAX this year. Most of the costume is pretty easy to figure out, but I'm hoping to crowdsource ideas for imitating her robotic limb. 

Some images for reference:
http://www.destructoid.com/ul/234217-Mechromancer.jpg

http://www.analoghype.com/wp-content/uploads/2012/10/borderlands-2-gaige-the-mechromancer.png

http://cdn.steampowered.com/v/gfx/apps/213230/ss_787beaf105d6896c96edc648c21ec0da6588999b.1920x1080.jpg?t=1350425324

One of the ideas I've been spitballing with is maybe using one of those really long fancy dress gloves as a base, then molding plastic or something over it, with the glove maybe looking like the joint between the two pieces.

Any more experienced costume makers have some ideas? I'd be extremely grateful!