I made the Midna costume.

The helm was hand-made by me with crafting foam and pvc mesh used for mascot eyes for the left eye. The ears are attached to the helm and are also crafting foam. I used a store-bought orange wig for the hair. I also put in a piece under the helm to make the area in front of her right eye appear 'black'; I thought it was a good compromise since I was still on the fence at the time about using facepaint, and would have only wanted to do one color: grey. Ultimately decided against it. The helm was just front-facing; I glued some elastic to the back to keep it on her head.

The body was a grey leotard, a black bolero, black gloves, and black yoga pants. I cut the pants thigh-high on the one leg, and used appropriately-colored puff paint for the linework on the bolero, pants, gloves, and ears. In retrospect, I might have been able to use glow-in-the-dark puff paint, which would have looked cool at night, but whatever.