So here are the thinks I've done till now:
I was looking for a wig on Ebay and all around internet a Rainbow wig, but the wigs I liked were so much expensive and the cheapest I didn't like. So I decided to dye it by myself.
I used my Echo wig (from Pandora Hearts), you can see it here without painting with the different pieces I wanted to dye separated.
I used textil marker's ink dissolved in alcohol. I was very impatient and in some moments colors wanted to join. This is a progress-photo of the dyed colors.
This is the final result of the wig:
They are made with 3 mm blue foamy. The pattern is from Ai-chan, our Fluttershy in the group ^^
Finally, these are the cosplay's easiest things, these things which can be obtained on internet or in a shop by giving them some money. Sneakers, socks and lenses.