You can use western cedar for bodies also. I will cut with a steel tube in an electric drill and use a coping saw or something similar to cut cross the grain. If you pull the cylinder partially out of the tube and tape it to the edge of the tube you can then sand it to shape with the drill and the abrasive material of choice.
I make the vast majority of bugs from foam (flip flops and children puzzles and whatever odd item I happen upon) because it is partically indestructible. I used to credit myself with creating the Nike bug which was a popper with a body the intersole of a old running shoe.