My sister and I wanted to cosplay as Jessie and James way back in the day, but when our friends Bri and Ty did an AMAZING J & J, we decided to swap over to Butch and Cassidy (who are equally hilarous in their own ways).
The wigs were so much fun, but both difficult. Butch's wig was done with a silky fiber that was very hard to shape, and the base wig started out long and required quite a bit of cutting. Cassidy's wig is another story in itself. We used styrofoam for the core and a pack of extensions to get the hair into that awesome set of V ponytails, and my twin did a great job on it!
Team Rocket forever!