Regarding Lilith, and dear god it's been an age since I even THOUGHT about TB costumes, I tend to follow this logic:
This whole series is heavily referenced to classical religious literature. Lilith is meant to be the Holy Virgin Mary of the series(at least in my interpretation, so take that with the grain of salt). Within classical art and mythos the most powerful colour for Mary was a sort of celestial blue(helped along by the fact that in art indigo was a bitch to get a hold of until the new world) for most of Europe. However, to be just contrary, the Russian iconography of Mary would often show her in Red, as that colour had more meaning within that sphere.
So, I'd personally look at blue or red, but that's just me.
As to the wig, yeah, get a wig for the base, then extensions to do all the hair tricks with, since long wigs are NEVER thick enough without help. Suppliers, well, I have personal favourites, but I'd go with whomever won't scalp on shipping and the time frame.
~I've gone to look for myself, if I should return before I get back keep me here!~
Costume list 2009: Finished
17 initially planned :: 15 completed :: 6 moved to next year
Costume list 2010: Started
6 from '09 :: 9 initially planned, now up to 22 total