Wow, this cosplay looks so much fun!
I just wanted to add:
My cousin dressed up as a Nike (winged victory) one Halloween, so she made herself some stone wings. She bought a pair of feathered wings from a local costume store. She then paper mache'd over the feathers to give them a more bulky feel. And then I believe she spray painted over the entire thing. The process took her just one afternoon, and it turned out pretty well :]