I went as a weeping angel from Dr. Who this halloween. I couldn't have done it without this tutorial which I didn't follow exactly, but gave me the courage to attempt it:
http://www.therpf.com/f24/doctor-who-blink-weeping-angel-costume-49264/

It was a long involved process, condensed into 4 days cause I'm a procrastinator. The skirt and top were bought from a thrift store and dyed grey (which didn't cover the patterns as much as I thought it would). The top was a dress I cut short, then sewed on fabric all around to make the pleats. I sewed down the billows to make it more form fitting and so the pleating wouldn't go away towards the bottom of the shirt. Then I painted the top and skirt with different tones of grey paint to get the mottled look.
The wings are foam board cut into the shape of wings, then feathers were cut out of craft foam and glued on, and craft foam was glued along the top of the wings to make it look like that's where the feathers attach. Then coat hangers were attached to the back with duct tape, and the whole back was covered with poster board and painted grey. The coat hangers were then attached to either side of a camelback back pack I had laying around the house, and that was how I carried around my wings.
The wig is yarn glued to a beanie, then painted grey. It is a lot harder to glue yarn to make it look like hair than I thought it would be, but I got it mostly. I added a little fabric headband to the front as well.
The arms/gloves are grey tights. I cut out the crotch to make a head hole, then sewed fingers where the feet were and turned it inside out to hide the seams. I attached fake fingernails to the gloves to make it look more realistic, then painted the tights to get a more mottled look.
Finally I painted my face and neck grey, although I'm not very good at it and I bought some cheap paint, so it looks better in the dark. The top looks wrinkly because I had it folded over my chair while drying, and it dried with wrinkles in it. So next time I would hang it on a hanger so that it dries flat. Oh well.