When I went to see The Birthday Massacre and Mindless Self Indulgence in concert two months ago, I wore a black fishnet shirt with a blue corset over it, black bondage pants, and black boots. I added white powder to my face, black and blue eyeshadow, black eyeliner, and dark blue lipstick. My hair was pulled back in pigtails, but I applied two different shades of temporary blue hair color around my face.
My corset was not tightened all the way that it is typically. It's difficult to drive when wearing a corset, and being in a hot and crowded place won't make matters any better when it's tightened all the way.
If you can't find anything in your closet, Hot Topic and Kohl's has good options. Hot Topic andl Claire's has some hair pieces in bright colors too. Whatever you do wear, drink lots of water.
I hope this helps.