NOTE: This is a "show and tell" kind of affair rather than a tutorial. But I've included the basics of how I made it just in case anyone wants some ideas for getting started on their own Futurama costumes.
Made of maroon fleece and yellow felt (~$10)
I unstitched a t-shirt and used that as a pattern, but lengthened it a bit for the skirt part.
The shoulder fins were each made by making and stitching together two boomerang-shaped pieces of yellow felt.
The shoulder epaulets were just rectangles of yellow felt stitched directly to the shoulders.
Belt: A regular black leather belt with a piece of yellow felt.
Boots: Women's boots from the thrift store, spray painted white, with the top cut into the right shape using scissors.
Gloves: Traced each hand twice on white felt (but with fatter fingers). Sewed the two halves together. Kind of ill-fitting and uncomfortable, but they worked well enough.
Legs: Actual legs.
Hair: Purple wig.
Clothes: White tank top, black leggings.
Blaster: Water pistol, spray painted silver.
Boots: Covered an existing boot in plastic wrap and packing tape, then cut the "tape boot" off of foot. Used the tape pieces as a pattern to make a sort of boot cover out of grey felt.
Eye: I cut a piece of wire mesh out of a kitchen strainer and used that as the frame. I spray painted it white and covered it in two layers of cheese cloth. I stitched white felt around edge and an elastic to the sides. The pupil is a circle of black felt.
We won first place at a costume contest with these.
Thanks for looking!