The coat, skirt and boots used for this costume were not made by me; they were purchased from Sears and Payless. The shoulder guard is made from Crayola Model Magic that was shaped to my shoulder, left to air out, and then painted silver.
The shoelace that is attached to the guard helps to hold it in place by running under a Velcro flap on the right shoulder of the coat. Also, under the shoulder piece is a loop which has a piece of shoelace going through it with Velcro on the ends to secure it to my left shoulder. The shoulder flag was made from a fairly heavy piece of white fabric which I painted the 'X-Laws' symbol on. Then, it was folded over and glued to make it appear somewhat 'crumpled'.

The X-Laws clasp on the jacket was made from modeling clay which was shaped into a square with an 'X' made out of modeling clay as well attached to it. After it dried, I painted it silver, and drew on the remaining design with a Sharpie marker. It attaches to the coat by use of a safety pin that is attached to the back of the clasp.

To make the angel wings, first I cut out a rough shape from a piece of Bristol board in order to give the wings stability. Then, I just went along in rows (from top to bottom) gluing on white feathers. After all of them were attached, I took a string of faux fur and glued it along the inner edge. The wings attach to the back of my coat by use of Velcro.
The sash was pretty straight forward to make; all I did was fold over some blu
e fabric numerous times and glue it together. It does up at the back with two pieces of Velcro that overlap each other. The gun holster was made by wrapping pieces of fabric around Bristol board cut into the shapes of the panels. Then, all of the panels were attached by pieces of black fabric running down the sides. The holster attaches to a belt through a loop on the back; and closes in the front with a snap. The gun I used is just a dollar store old western gun that I painted gold.
Interesting tidbit: This was the first time I've ever tried making a pair of wings, and they actually turned out pretty well.
More pictures of this costume can be seen here: http://smg.photobucket.com/albums/v392/taojun7/Meene%20Cosplay/