For the visor you can do one of two things that I know of~
If you wanna be fancy and go all out, get yourself a piece of clear blue acrylic (available at any plastics supplier). Use a scrollsaw (or a jigsaw, but they don't work as well) to cut out the visor shape and then use a heatgun to bent it to the correct curve. Make a paper pattern for the visor first, so you know the measurements are right and it's even before you cut your nice plastic. Once its curved, drill a row of 2 or 3 small holes in the sides and sew on a clear vinyl strap - this can be hidden under a layer of your wig hair.
If you wanna make a cheaper and less difficult version, go find yourself one of those clear blue plastic file folders - Office Max or any similar place will have them. Make a "frame" in the shape of your visor out of coathanger wire or any rigid metal wire and then glue a layer of the file folder on top. Cut away the excess with an x-acto knife, and then add a strap to it like I said above (except this time you'll want to use a hot ice pick or similar tool to make the holes, not a drill).
Hope this helped!