Big can be innocuous but it can also be offensive as some people will think you mean fat.
Fat is always offensive as it implies that the person is physically unattractive and has no control over their eating habits. It is also associated with unhealthy eating habits.
Plump is a little less offensive, but not much! It implies that the person is fat but in a more attractive way and the word is associated with the idea of cheerfulness.
Well-built implies that the person has a large body and is tall. Some people might find the term offensive.
Stout is offensive and implies fatness. We do not think of a tall person when we hear this word. [One popular Italian publication for young learners of English suggests that it is all right to tell someone they are stout. I advise you not to try it!]
Stocky implies that the person is both short and fat. It is offensive.
Chubby implies roundness and that the person is plump in a pleasing way. It is often used when we are talking about babies.
Now here is one last piece of advice for the gentlemen reading this post: When a lady asks you if a dress makes her look fat, the answer is always, "No"!