I'd definately say wire for the wing, but it would have to be like this happy medium between too thin to support any black covering, and too heavy to stay on your costume...wow, that -is- a bit of a dilemma.
And as for who should make it...I'd say start on it yourself. That way, if you succeed in creating it, you can enter it in contests! If Limebarb made it, you couldn't. Yup.
And one more thing: KH Cloud? Come to MTAC. You know you want to. You know you want to let me follow you around obsessively for three days.