I just made a Subaru costume this year. I made a pair of wings out of this foamy green stuff and I stuck the feathers into them. DON'T DO THIS! It doesn't work! Some stupid site said that hot glue doesn't work, but they LIED.
I made a new pair of wings recently, and for them I used an oval-shaped piece of foam and I hot-glued the wings on in layers. (look online for pictures on how to clip birds' wings. They have some excellent diagrams of wings) I did something similar to the image above, where I took a piece of wire around my neck. Then I attached two vertical strips of wire to this and bent the outward at about a 45 degree angle. To attach the wings, I hot glue-gunned them to the part of the wire that was bent outward. If you make your wings yourself, make sure you use strong wire so they don't sag. I braided three strips together. (obviously, the wings are fairly lightweight)
For my sleeves, I stuffed them with tissue paper to get them to stay puffy. (this really worked well) Also, you might want to starch them so they don't droop. I agree that you should make the cuffs with elastic so they don't fall down your arms (that kept happening to mine, because I didn't use elastic >< I really have to fix that.) And, even though it looks like they're not attached on that picture, I still sewed them on to my top, because I was paranoid.
Allright, I'm all done rambling
![Very Happy :D](./images/smilies/icon_biggrin.gif)
I hope I was able to help you, but if anything I said was confusing, you can PM me. Good luck with your costume! SUBARU RULES.