I love Face Off, it is a real inspiration. Bear in mind though, every single contestant on that show has been to school to learn those techniques, and some of them have been actively using them in a professional manner for years. It's not something you learn in an afternoon.
Fabric can be painted, and has the advantage of retaining it's flexibility (providing the paints used are appropriate) after painting which means the chance of breaking it is greatly reduced. Fabric can be painted with latex as well
Coat hangers are not unreasonable, but I prefer to get 16 gauge wire on a roll and use it. Then you have the length needed to create a base for the tail (a circle that sits flat on your butt so the tail stands out) as well as the full length of the tail.