Come to my city and roam the streets at night with a shot gun, kill bear, cut off head, run off with it. Nobody will be concerned enough to try tracking you down, and you'll have a bear head that wont deflate.

Though now would be a bad time, they're probably hibernating.
On serious note, try filling it with just air, it may still deflate over time but wont do it as fast, and air is free. I wonder if a thicker gas would last longer. Nitrogen is a big bigger than oxygen I think, so maybe putting pure nitrogen would help. Though this is assuming the valve and everything is 100% air tight. If there's a pin hole leak anywhere it does not matter how big of atoms you put in there the hole will be bigger.
If it has to float for some reason and you need a gas that floats, then switch to hydrogen, it's renewable, assuming that the water supply on Earth is not finite. Either way, we have WAY more water than helium. Just don't light it on fire, it will hurt your ears.
I wonder if there is a lacker of some sort you could spread on it while it's inflated, that would get hard and strong enough to stay in one piece. Could maybe look into that.