My friend needed a corset-like top (but not) for a costume one year. She ended up using an elastic back brace. It looked kind of like this:http://www.barenecessities.com/product.asp?pf_id=Miraclesuit2615&source=nextag&term=Miraclesuit2615&cm_mmc=NXTG-_-Shapewear-_-Miraclesuit2615-_-NA
Except hers fastened using velcro. The awesome thing about it was that it was super-plain and she could decorate it however she wanted.
I've also made both wings and horns before. For wings, I cut some wire hangers up and bent them to the shape I wanted. Then I got the tulle that comes in a big long strip on a spool (the kind that's in the wedding favors section of the craft store, they probably have purple) and wrapped it around the wire frame, gluing *carefully* as I went. I then sewed the two finished wings together in the center with some heavy duty thread, and wrapped some extra tulle around the joint to hide the stitches (It also helped to secure it a little more). I made straps with extra ribbon I had hanging around the house. And I decorated them with fake flowers, but that part of the project doesn't apply to your costume.
I still have them, if you want pics of the more technical parts.
I made horns using the instructions here:http://www.phobe.com/horns/
They're sculpey, so they'd be a little heavy, but it might work if you hollowed them out.
Hope I was helpful.