http://randomflyingpigeons.deviantart.com/art/Halo-3-Jackal-Cosplay-164291640
http://randomflyingpigeons.deviantart.com/art/Grunt-Costume-ver-2-0-102714609
We've seen a few Covenant builds around here, but not many.
It's good to find inspiration when you can, so I would check out those links above. They aren't Sangheilis, but still...
You should also look into Digitgrade Stilt Design (just search for it on google.) and those will help you tackle the look of the legs.
It'll be a complex part of your build, and you have to take care when you walk around, but if you add the stilts in, it will take your build to another level.
Covenant builds are much harder to do because you have to be good with textures and techniques most of us here are unfamiliar with to make things like the skin, so be sure to check out
www.therpf.com as well, and ask questions there when we sadly fail you.
I say that the builds are harder, but really, they just require a different approach, and since we all have a different skillset we use for making armor vs. making skin details, it definitely seems harder even though it might not be.
There are some people that are amazing at making movie-monster masks, which is probably what I would research if I was doing a Sangheili build.
If you want to go up and above, you should totally look into a way to use servos to electronically open and close the mouth of the Sangheili/Arbiter.
I can't wait to see where you go with this build. I'm hoping to see you make some progress or to at least hear what your plan is and what techniques you think you'll be using are.
Good luck!