I used Kryolan Aquacolor to paint myself purple for a recent cosplay. It's easy to apply and comes in gray. If you do a good job of prepping your skin with witch hazel, or even better, No-Sweat, and give yourself a liberal coat of Fixer Spray on top, it should stay on pretty well.
It will not rub off with casual contact if properly sealed, but it can rub on anything you have excessive contact with or if you rub against something forcefully (the collar of my shirt was kind of purple by the end of the day), so I would avoid using it on your hands. If I remember correctly, the character you're referring to has a full jumpsuit and gloves, so you should be fine on that part, though.
My full review with links to some photos can be found here: http://www.cosplay.com/showthread.php?t=303074
There are alternatives that will not rub off as easily, such as PAX. There's a good thread on PAX here: http://www.cosplay.com/showthread.php?t=216634
I chose Aquacolor because I wanted to be able to remove the makeup easily later, and because it's a much simpler process to apply.