Hi Merlissa...
I love , love, love, LOVE, LOVE, LOVE Halloween! It's my absolute favorite holiday.
I would concur with Dave about wearing leather and dark clothes and carrying some rogue-ish stuff. And the make-up too, if you can do it (I am allergic to make up so I can't do cool stuff like that

)
Do a search online for Halloween costumes. You'll likely get better , cheaper and more selections online than at a local costume shop , or a period clothing store.
I got my costume this year here :
http://www.halloweenmart.com/ (in case you're wondering I got the Midnight Fairy costume) Check this out :
at
http://www.halloweenmart.com/product/HW65114.html . It's supposed to be a Pirate sword. Looks kinda Rogue-esque I think. It's $2.99
They have a whole section of accessories. Look under General.
Or try doing a web search for halloween costumes.

You'll get tons of cool listings.
For leather stuff, check leather stores, or do a web search for leather armor. Some of it can get kind of expensive though.
Also, most malls have Halloween stores that open up seasonally Sept-Oct if you don't want to go online.
Good luck!