If you want to, you can see an extensive explanation of how I made my Freya costume, along with pictures of the final product, at http://www.valandria.net/cosplay/freya.html.
I also got a lot of my information on possible ways to make the costume from www.fursuit.org.
Of course, I don't pretend to know the absolute answers; that's just an account of how I did it.
I should also note that my way of doing things ended up in a costume that was incredibly hot and made me either mostly or completely unable to see, depending on circumstances. ^^;; To make sure you won't suffocate, I cannot stress enough how important it is to make the mask out of plastic mesh or some other material that "breathes", and have a fan (or even more than one) inside the mask for ventilation. Also, make sure that the fur has shed as much as it's going to before you put the mask on; you can inhale loose fur and choke on it. (It sounds funny to say I suffered from a hairball the first time I wore the costume, but it really wasn't funny while I was trying to breathe through a chunk of synthetic fur stuck in my throat!)
You will most likely be incredibly hot, so make sure to drink lots of water whenever possible, and consider not staying in the costume for too long. (My limit, quite honestly, was about two hours.) As for the vision thing, if you're making plastic eyes, make sure to treat them in some way so they won't fog up (fursuit.org has many suggestions in their FAQ); I neglected to do so, which resulted in the steam from my breath fogging the eyes up to the point where I was completely and totally blind. My brother had to lead me by the hand back to the hotel room after AX's Masquerade, as I couldn't see an inch in front of my face.
So, hopefully this long ramble will help you avoid making some of the mistakes that I did, and your costume will be more comfortable to wear than mine.
--Starshadow, thinking maybe next year she'll avoid costumes that require fur...