Don't buy a fabric tail for your costume! It's super easy to make an excellent tail out of faux fur. :D Making a faux fur tail is easier than you think!
It'll take you less than an hour to throw together (okay, maybe two if you're not much of a sewer), and you can customize it in tons of ways. There are so many colors of faux fur available in every length these days. I'm sure you can find something you love.
I've even seen tutorials of people painting faux fur to get exactly the color they want if you just can't find the right hue or pattern.
I've attached my faux fur tail with a safety pin, but use whatever you feel comfortable with.
Looking for ears to go along with your tail? Check out my tutorial for realistic faux fur animal ears!