Just dropping in again:
I have REALLY sensitive skin (sensitive enough that the 'sensitive skin' cream gives me hives) that being said, I would recommend Mehron Cream sticks. Myself and GreyMalkin used them when we did Ghoulia and Lagoona last Halloween and they worked out fabulous. It's also what Gravely uses down at Castleblood. The Trick is to set it with powder and then it stays where you put it, and what little might get on a costume (like on the inside of Lagoona's hoodie) it came out in a light wash.
The other thing I would heavily suggest is to buy nylons in colours that match the make-up. We didn't do this the first time we wore the girls and regretted it! American Apparel is good for the coloured stockings or welovecolors.com. I would use these for your legs AND your arms (if you're interested I can post a nylon glove tutorial when I find it again) so you have full mobility without having to worry about spreading your make up on your costume or anyone else's costume for that matter!!
On wigs, if you're going to splice I'd recommend epic cosplay wigs for splicing, they're thick, relatively inexpensive, and they take the abuse! We had Ghoulia and Lagoona inside out upside down ripped apart, clipped up, and they're still fine (also tangle resistant for the long wigs!)
Man I feel like I just wrote a novel....anywho
Ghoulia/Lagoona pic here
May break the girls out for AN not sure yet. Am also working on Venus, Cupid, Robecca, Rochelle, and Gil right now o.o will keep updated since it's a long time til AN now XD