Well, it depends on what and who you're trying to be. If you're going to be someone like one of the Mario brothers (^_^;;), then you can head over to the nearest Salvation Army or other thrift store and pick up a pair of overalls and a sweatshirt/longsleeved tee and a pair of boots (I got a GREAT pair of brown knee-high boots that fit like GLOVES for $8 at a thrift store). Or, if you've got it laying around the house, that's just as good! Go buy a new hat, though, cuz... ew. But, voila! Paint on a mustache with an eyebrow pencil and stick on some white gloves, and you're everyone's favorite plumber!!
If you're going to be someone a *little* more complicated than that, you may require some sewing skills, or a friend/overly generous parent with sewing skills. You could pick up materials and patterns at a craft store and modify them if need be, and then just get to work! For any props you may need, head out to an art supply store or even Home Depot and have someone help you buy what you need, while educating yourself on what to do. Friends with skills also help. You may even find what you're looking for -- if it's really close to Halloween -- at a Halloween store. I know you can get wigs year round at Ricky's (41st and 5th, and I think there's another on 58th and B'way or something), but keep in mind that wigs are costly. Anime shops -- or even the Dealers' Room at a con -- may help with your plushie needs. You can get accessories (rings, earrings, necklaces) just about anywhere.
And make sure you'll have time to do your hair. Hair is important. Hair defines who you are, lol. If it's possible, get it all done the night before! Experiment with junk.
Um, hope that helps. ^_^;;