Yeah I always shave the legs otherwise it'll ruin it.
Here you can get an idea of the costume:
http://www.obsessedwithanime.com/conventions/grab_image.php?id=33192&type=1&conid=31&sorter=counter&cs_start=0&ranker=19
I also have a red outfit, and I just got a new wig for it too :)
(sorry this should be part of the crossplay thread, but I goofed it up somehow. Feel free to remove this thread)
This topic makes me think of ZZ Top:
http://www.youtube.com/watch?v=yNvOPN1LoQ4
Nice sax you got, too.