Another part of your costume is the leg-warmers. Not all of the cats have them, but a lot of them do. You can buy them at a dance store most likely. Or maybe you or someone you now has some old ones lying around from the 80's. You can knit your own if you want to. Or you can, though I wouldn't recommend it, use faux fur which you can get at the local Ben Franklin's or maybe even at Wal-Mart. Well, it doesn't matter too much how you make them. Just make sure they're the colors you want. If your cat has more than one color on his/her leg warmers, just use fabric paint or markers. It's as simple as that.
Another way to make arm and leg warmers, which I think should be considerably easier than knitting them is to cut the arms off of old sweaters and adjust them to fit. But I didn't think of that myself. Thank you to Dominique Allen who gave me that suggestion.