edit: redacted my "Zorldo" wisecrack.
OP, as suggested above, the first step would be to figure out what version of Harley you want to do - there are dozens, maybe hundreds of different "canon" versions out there, plus thousands more non-canon versions made up by fans. It's generally OK to put your own spin on a character like this, since there are so many different styles out there, and the signature "look" is easy to adapt into a lot of different styles.
After deciding which version you want, the next step will be to review the costume from as many angles as possible, and break it down into a list of all the different components: The shirt, dress, corset; tights; makeup or face paint; hat or wig; shoes; accessories like the hammer, "BANG" gun, playing cards, etc.
Once you have a list of all the components you need, figure out which ones you can make or sew yourself, and which ones you'll need to buy or commission. Then get to work!
For a character like this, where the "look" is heavily defined by the face paint and makeup, it's a great idea to do at least one or two makeup tests before the day of your event, convention, or photoshoot. Figure out what products and techniques work, and which ones don't. Also, if you're wearing it for a convention, figure out what products will last all day and which ones won't. Off-the-shelf halloween cream makeup will usually start to look crappy after a couple of hours at the longest. Quality theatrical makeup, properly applied and set, can look good all day.
Last edited by nathancarter : 08-18-2014 at 10:36 AM.