In Julius Caesar's Commentaries, he connects the burning of a wicker man to the Druid practice of human sacrifice -- essentially, the wicker man was a cage in which a real person was placed. Fortunately, that practice died out with the Druids, but many people still like the idea of creating a man from the detritus of the garden at the time of harvest's end. In some Pagan and Wiccan paths, this man is known as the King of Winter, and he can be created in an altar-top size to watch over your home throughout the chilly months.
This is actually one of the easiest and most primitive projects you can do. You can incorporate it into your Samhain rituals, or make one any time. You'll need two bundles of leftover plants out of your garden (if you don't have a garden, it's perfectly fine to gather some plants at the side of the road) and some string. If you're using plants from your garden, feel free to mix and match different branches. The straw man in the photo is made from hyssop, rosemary, and stevia. Make sure one bundle of plants is slightly thicker than the other.