The Skirt you could use any Long skirt patten and simply cut out chunks for the Design (the shape of her skirt) http://www.simplicity.com/p-3068-misses-skirts.aspx
As for the blouse. a somewhat fitted Shirt with Large lives would work. The sleeves you would cut a bit below the elbow and sew in elastic band. For the lower part of the sleeves you could make some arm gloves. Or you might be able to find some to alter. or instead of sewing a skirt and a blouse, you could use a sleeveless or Tank top-ish dress and then, from the skirt of the pattern Cut the design of Azula's skirt. ( http://mccallpattern.mccall.com/m634...hp?page_id=108
here's a pattern that could work for the dress)(it's the orange dress that might work) The dress would give it the Layered look over the blouse. This option might end up being Very warm. So depending on what season you're planning on cosplaying it might not be the best option. The pants I would just do a basic Pajama pants (large though to get the puffy effect) , cut them short and use Elastic band to puff them out. Like harmonyisarine said, you could use Carft foam to build your 'armor' Or you could try to sew it, with Fabric and interfacing (to make it stiff) But I believe you would have to make your own pattern for this. For all the colorful edges I would use interfacing. But you could use different strips of fabric. I don't know how you would make the shoes but there are some cosplay shoe Tutorials! Good Luck!! If you have anymore questions Feel Free to ask!