There's nothing wrong with crossdressing, but be aware that most of the time it will be taken as a joke. In the immortal words of Tragic Lad, 'Spandex is a privilege, not a right'. It's good to have confidence about your body, but it's inevitable that some costumes will just not be flattering. Supportive undergarments can save your cosplay. Let's face it, most of us do not have perfect anime figures.
Few things can ruin a good costume faster than the wrong colour hair.
If you don't want to dye your hair, there are plenty of places online to get cheap wigs. Wig caps are available from wig shops or you can make your own from an old pair of pantyhose. It just ends up looking messy and cheap. For extra protection, pack the whole thing with those styrofoam 'peanut' thingies that come in mail-order boxes. Makeup can make a good costume great.