What is EL Wire?
Electroluminescent wire (often abbreviated to EL wire) is a thin copper wire coated in a phosphor which glows when an alternating current is applied to it.

I first saw it used for costuming and sets on the playa at Burning Man. It’s thin and flexible, can be sewn onto garments, and can be used with sequencers to make patterns. We’ve used it on hats and staffs.

Our favorite place to get it is Cool Neon.  Like us their business grew from their Burning Man experiences. Based in Oakland, CA they sometimes host soldiering parties. Check the galleries for a sampling of projects made with their wares.

DesChamos tells how to make EL Wire Fairy Wings on Instructables – using a Threadbanger tutorial for easy wings (wire and stockings) as a base,

Another, more complicated one from Instructables,

Another blinky thing to incorporate into a costume is the LED (light-emitting diode)
Make Magazine tells you how to attach LEDs to a shirt
Hack n’ Mod tells  how to program LEDs

German Industrial designer Rolf Bender creates costumes that light up through various means, including flourescent paint. Here’s a video of a dancer wearing one of his creations.

Fashioning Technology has a tutorial that I posted about LED enhanced false eyelashes a couple of weeks ago. Their site is unique and worth exploring:
A materials list for sewing electronics into garments

Everything you’d want to know about conductive thread

Watch a video with OK Go wearing matching programmable jackets and playing Gibson guitars with scrolling messages.

Lastly, here’s a useful pdf on budget costume illumination (read it on Google Docs here). Created by Kevin Roche, the Costume Scribe.