Lots of pictures here: http://www.flickr.com/photos/jwgh/sets/72157603888991257/ People making knitted stegosauri of their own might find the pictures useful. Ravelry users can find the pattern here.

Finished Measurements

length: approx. 14 inches
height: approx. 9 1/2 inches
width: approx. 6 inches

Materials

130 yards worsted (for this one I used Knit Picks Panache, about a skein and a half of the green and a half-skein of the blue)
a couple of hanks of yarn for the mouth and eyes

#6 straight needles (a few sizes smaller than recommended for the yarn)
a pair of #6 DPNs (to make icord)
embroidery needle
10 large heavy green guitar picks (optional, to stiffen back plates)
polyfill fiber

Pattern notes:

The pictures all show the stegosaurus being sewn together knit side out, but you can also do it purl side out to get a different texture, which I find in some ways preferable. An example of what this looks like can be found here.

The method I use to wrap and turn (w&t) depends on whether you're starting on the knit side or the purl side.

Knit side: Move yarn to front, slip one, turn, purl one.
Purl side: Purl 1, turn, move yarn to front, slip one, move yarn to back.

If you have a method you like better than that feel free to use it. The main point is to avoid large holes in the side of the stegosaurus.

Body

The body is worked in stockinette stitch.

Cast on 5 stitches, leaving long (24 inch or so) tail for sewing shut.
Work 6 rows
K1, Kfb, K1, Kfb, K1 (7 st)
Work 5 rows
K1, Kfb, K3, Kfb, K1 (9 st)
Work 5 rows
K1, Kfb, K5, Kfb, K1 (11 st)
Work 5 rows
K2, Kfb, K5, Kfb, K2 (13 st)
Work 5 rows
K2, Kfb, K7, Kfb, K2 (15 st)
Work 5 rows
K3, Kfb, K7, Kfb, K3 (17 st)
Work 3 rows
K3, Kfb, K4, Kfb, K4, Kfb, K3 (20 st)
Work 3 rows
K4, Kfb, K4, Kfb, K5, Kfb, K4 (23 st)
Work 1 row
K4, Kfb, K6, Kfb, K6, Kfb, K4 (26 st)
Work 1 row
K5, Kfb, K6, Kfb, K7, Kfb, K5 (29 st)
P18, w&t, K7, w&t, P to end
K7, Kfb, K3, Kfb, K5, Kfb, K3, Kfb, K7 (33 st)
Work 1 row
K8, Kfb, K3, Kfb, K7, Kfb, K3, Kfb, K8 (37 st)
P22, w&t, K7, w&t, P22
K8, Kfb, K2, Kfb, K3, Kfb, K5, Kfb, K3, Kfb, K2, Kfb, K8 (43 st)
P26, w&t, K9, w&t, P26
K8, Kfb, K3, Kfb, K4, Kfb, K7, Kfb, K4, Kfb, K3, Kfb, K8 (49 st)
P30, w&t, K11, w&t, P30
K10, (Kfb, K2)x3, Kfb, K9, (Kfb, K2)x3, Kfb, K10 (57 st)
P35, w&t, K13, w&t, P35
K13, Kfb, K3, Kfb, K4, Kfb, K11, Kfb, K4, Kfb, K3, Kfb, K13 (63 st)
P38, w&t, K13, w&t, P38
K15, Kfb, K9, Kfb, K11, Kfb, K9, Kfb, K15 (67 st)
P41, w&t, K15, w&t, P41
K14, Kfb, K11, Kfb, K13, Kfb, K11, Kfb, K14 (71 st)
P43, w&t, K15, w&t, P43
Work 3 rows
P43, w&t, K15, w&t, P43
K14, K2tog, K10, K2tog, K15, K2tog, K10, K2tog, K14 (67 st)
P41, w&t, K15, w&t, P41
K15, K2tog, K8, K2tog, K13, K2tog, K8, K2tog, K15 (63 st)
P38, w&t, K13, w&t, P38
K13, (K2tog,K3)x2, K2tog, K13, (K2tog, K3)x2, K2tog, K13 (57 st)
P35, w&t, K13, w&t, P35
K10, (K2tog, K2)x3, K2tog, K9, (K2tog, K2)x3, K2tog, K10 (49 st)
P30, w&t, K11, w&t, P30
K8, (K2tog, K3)x2, K2tog, K9, (K2tog, K3)x2, K2tog, K8 (43 st)
Work 1 row
K8, K2tog, (K2, K2tog)x2, K7, (K2tog, K2)x2, K2tog, K8 (37 st)
P22, w&t, K7, w&t, P22
K8, K2tog, K3, K2tog, K7, K2tog, K3, K2tog, K8 (33 st)
Work 1 row
K7, K2tog, K2, K2tog, K7, K2tog, K2, K2tog, K7 (29 st)
P18, w&t, K7, w&t, P to end
K5, K2tog, K7, K2tog, K6, K2tog, K5 (26 st)
Work 5 rows
K1, K2tog, K21, w&t
P2tog, P19, w&t
K2tog, K17, w&t
P2tog, P15, w&t
K2tog, K13, w&t
P2tog, P11, w&t
K2tog, K9, w&t
P2tog, P7, w&t
K2tog, K5, w&t
P2tog, P3, w&t
K2tog, K2tog, turn
P to end
K2 tog to end
P2tog, P3tog, P2tog
Break yarn, leaving long (24 inch or so) tail to sew shut
Thread yarn through remaining three stitches.

At this point it looks something like this:



Sew bottom edge together from each end, leaving hole for stuffing (and with stockinette side out).



Stuff, then finish sewing shut.

Legs (make 4)

Cast on 16 stitches, leaving 8-inch tail to attach leg to body
Work in stockenette 8 rows.
Cast off 12 stitches, finish row.
Work remaining stitches in stockinette for 4 rows (ending with knit row).
Cast off remaining stitches purlwise, leaving 8-inch tail to sew together.
Sew together, using these photos as a guide:



Stuff, attach to body.

Back plates (make 10)

Make two of the following, leaving a 18 inch tail on the second.

Cast on 4 stitches. Work the following in garter stitch.
Knit two rows.
Kfb, K2, Kfb
Knit two rows.
Kfb, K4, Kfb
Knit one row.
K2tog, K4, K2tog
Cast off.

After you've made both, sew the two together around the edge, leaving the cast-off edge unsewn, using these photos as a guide:



Then sew to the back of the stegosaurus:



If you want to make the backplates extra stiff you can insert a guitar pick point-first before attaching each back plate.

Spikes (make 4)

On two DP needles, cast on 3 stitches and work as i-cord for 6 rows. Cast off. Attach to tail:

Face

Embroider face.