Already a thread for Disgaea cosplay.
But.. as a girl who cosplays as Laharl, either get a flesh colored top or do the binding. I used to have a body suit but found it kinda tacky looking and I'm flat enough to just get away with wearing binding. Just make sure it's tight enough that it won't slip off.
As for the wig, you'll need to buy a basic blue one from ebay or something. The antennea will have to be a seperate part. Mine are attached to a headband that fits under my wig.
The scarf isn't too difficult to make. I made mine two seperate pieces. The tail part ties around my neck with a shoe lace string and the turtle neck part goes over and hides that. If you want to add shape to your cape though, I.. uh.. forgot what you can use. XD
Hope that helps.